A novel first-order autoregressive moving average model to analyze discrete-time series irregularly observed
DOI10.1007/978-3-031-14197-3_7MaRDI QIDQ6601928FDOQ6601928
Authors: Cesar Ojeda, Wilfredo Palma, Susana Eyheramendy, Felipe Elorrieta
Publication date: 11 September 2024
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
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