Modelling multiple time series: Achieving the aims

zbMATH Open1153.62357MaRDI QIDQ5386604FDOQ5386604

Authors: G. Tunnicliffe Wilson, Alex S. Morton 

Publication date: 14 May 2008

Recommendations

• scientific article; zbMATH DE number 2060193
• Modelling and analysis of non-linear time series
• Publication:3474002
• More effective time-series analysis and forecasting
• Multivariate time series analysis and forecasting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited In (3)

• Modelling multiple time series via common factors
• Modeling data with multiple time dimensions
• Implementation of Lévy CARMA model in \texttt{yuima} package

This page was built for publication: Modelling multiple time series: Achieving the aims

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5386604)