No label defined (Q3998114)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
17 September 1992
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Time series
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ARIMA models
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time series
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frequency domain
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time domain
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decomposition
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second-order stationary processes
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autocorrelation
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partial autocorrelation
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spectral density
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autoregressive moving average processes
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ARIMA processes
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ARMA process
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least squares
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maximum likelihood
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asymptotic properties
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identification
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unobservable components
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causality testing
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specification of dynamic models
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rational expectations
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cycles
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