THE IDENTIFICATION OF SEASONAL AUTOREGRESSIVE MODELS

DOI10.1111/J.1467-9892.1995.TB00234.XMaRDI QIDQ4837790zbMATH OpenOpenAlexFDO

Authors Sergio G. Koreisha, Tarmo M. Pukkila

Publication date 28 November 1995

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

Full work available at URL https://doi.org/10.1111/j.1467-9892.1995.tb00234.x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• A Note on the Generation of Random Normal Deviates
• An improved estimation method for univariate autoregressive models
• scientific article; zbMATH DE number 3996943 (Why is no real title available?)
• Linear Methods for Estimating Arma and Regression Models with Serial Correlation
• Loss of spectral peaks in autoregressive spectral estimation
• New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models
• On a measure of lack of fit in time series models
• On the use of autoregressive order determination criteria in multivariate white noise tests

Cited in

(1)

• F-test for seasonal differencing with a break-point

This page was built for publication: THE IDENTIFICATION OF SEASONAL AUTOREGRESSIVE MODELS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4837790)