swMATH461MaRDI QIDQ13218FDOQ13218
Author name not available (Why is that?)
Official website: http://rd.springer.com/book/10.1007%2F978-1-4612-3116-5
Cited In (15)
- EXACT MAXIMUM LIKELIHOOD ESTIMATION IN AUTOREGRESSIVE PROCESSES
- Title not available (Why is that?)
- Robust estimation in time series
- Introduction to Time Series and Forecasting
- The weighted average information criterion for order selection in time series and regression models
- On least-squares estimation of the residual variance in the first-order moving average model.
- Title not available (Why is that?)
- Fractional integration analysis of long-run behavior for US macroeconomic time series
- Pitfalls of fitting autoregressive models for heavy-tailed time series
- Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model
- Consistency of Hill's estimator for dependent data
- Title not available (Why is that?)
- Title not available (Why is that?)
- Time series: theory and methods.
- Residual variance estimation in moving average models
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