Analysis of fragmented time series data using box-jenkins models

DOI10.1080/03610919908813571zbMATH Open0968.62534OpenAlexW2044942928MaRDI QIDQ4490197FDOQ4490197

Authors: Ruth H. Lewellen, Stephen H. Vessey 

Publication date: 11 July 2000

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919908813571

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12)

Cites Work

• Estimating the dimension of a model
• Title not available (Why is that?)
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Title not available (Why is that?)

Cited In (1)

• Graphical and phase space models for univariate time series

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