PROFILE SUMMARIES FOR ARIMA TIME SERIES MODEL PARAMETERS

DOI10.1111/j.1467-9892.1991.tb00079.xzbMath0721.62090OpenAlexW2114058028MaRDI QIDQ5753415

Donald G. Watts, Raymond L. H. Lam

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00079.x

zbMATH Keywords

ARIMAAutoregressive integrated moving average time series modelsinferential resultslinear approximation regionsprofile plots

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (1)

CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL

Cites Work

• Unnamed Item
• Finite sample properties of estimators for autoregressive moving average models
• The exact moments of the least squares estimator for the autoregressive model
• Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
• The likelihood function of stationary autoregressive-moving average models
• An algorithm for the exact likelihood of a mixed autoregressive-moving average process
• CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL

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