An optimal k of kth MA-ARIMA models under AR(p) models
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Publication:5358344
DOI10.1080/03610918.2015.1065325zbMath1373.62445MaRDI QIDQ5358344
Issam Dawoud, Selahattin Kaçıranlar
Publication date: 20 September 2017
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2015.1065325
stationary; ARIMA models; weighted moving average; forecasting accuracy; simple moving average; exponential weighted moving average
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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