Some Recent Developments in Time Series Analysis, Correspondent Paper

DOI10.2307/1403037MaRDI QIDQ3920495zbMATH OpenOpenAlexFDO

Authors Paul Newbold

Publication date 1981

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403037

zbMATH Keywords

autoregressive-moving average modelsbibliographyKalman filtermodel buildingmultiple time series analysisrecent developmentsreview

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

Cited in

(7)

• Recent developments in time series forecasting
• Short and long run causality measures: theory and inference
• Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes
• Short run and long run causality in time series: inference
• Nonparametric regression: An up–to–date bibliography
• Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
• GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES

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