Analysis of fragmented time series data using box-jenkins models

DOI10.1080/03610919908813571MaRDI QIDQ4490197zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 52648 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• Estimating the dimension of a model
• Joint Estimation of Model Parameters and Outlier Effects in Time Series

Cited in

(1)

• Graphical and phase space models for univariate time series

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