scientific article; zbMATH DE number 2060193

zbMATH Open1034.62090MaRDI QIDQ4458424FDOQ4458424

Authors: G. Tunnicliffe Wilson, Marco Reale, Alex S. Morton 

Publication date: 17 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

heteroscedasticityforecastingsmoothingvector autoregressionconditional independencecyclesdirected acyclic graphsterm ratesvector ARMA

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Time series models with given interactions
• Innovations in multiple time series analysis
• Cross-related structural time series models
• Decomposition of Japanese yen interest rate data through local regression
• Title not available (Why is that?)
• Modelling multiple time series: Achieving the aims

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