scientific article; zbMATH DE number 1447423

zbMATH Open0942.62098MaRDI QIDQ4954014FDOQ4954014

Authors: David S. Stoffer, Robert H. Shumway 

Publication date: 16 May 2000

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

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zbMATH Keywords

correlationforecastingregressionsmoothingARMA modelsstate-space modelsARIMA modelsfilteringperiodogramthreshold modelsARMAX models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62Pxx) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Uses Software

• astsa

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