THE IDENTIFICATION OF SEASONAL AUTOREGRESSIVE MODELS

DOI10.1111/j.1467-9892.1995.tb00234.xzbMath0825.62686OpenAlexW1978330017MaRDI QIDQ4837790

Tarmo M. Pukkila, Sergio G. Koreisha

Publication date: 28 November 1995

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00234.x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

F-test for seasonal differencing with a break-point

Cites Work

• Unnamed Item
• New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models
• An improved estimation method for univariate autoregressive models
• A Note on the Generation of Random Normal Deviates
• Linear Methods for Estimating Arma and Regression Models with Serial Correlation
• Loss of spectral peaks in autoregressive spectral estimation
• On the use of autoregressive order determination criteria in multivariate white noise tests
• On a measure of lack of fit in time series models

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