Time Series Models
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20)
Recommendations
- scientific article; zbMATH DE number 52648
- Time Series and Model Selection
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- A model for time series analysis
- scientific article; zbMATH DE number 992989
- scientific article; zbMATH DE number 5866304
Cited in
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- scientific article; zbMATH DE number 3883453 (Why is no real title available?)
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- scientific article; zbMATH DE number 3978208 (Why is no real title available?)
- scientific article; zbMATH DE number 2092614 (Why is no real title available?)
- Time series model building with Fourier autoregressive model
- State space reconstruction of Markov chains via autocorrelation structure
- Markov switching generalized autoregressive conditional heteroskedasticity (MSGARCH) model based on large deviation principle
- Retrieval from mixed sampling frequency: generic identifiability in the unit root VAR
- The general solution to an autoregressive law of motion
- The dependence of Polish stock subindexes on the DJIA: the use of Rubin causality
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