scientific article; zbMATH DE number 774842

MaRDI QIDQ4839356zbMATH OpenFDO

Authors Benedikt M. Pötscher, Sylaja Srinivasan

Publication date 12 November 1995

zbMATH Keywords

ARMA modelsautoregressive moving average modelsminimum BICmodel selectionorder estimationtime series

Mathematics Subject Classification ID

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

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(10)

• The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models
• Exponential squared loss based robust variable selection of AR models
• An autoregressive growth model for longitudinal item analysis
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• The Order of Differencing in ARIMA Models
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• The ET interview: Benedikt M. Pötscher

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