No label defined (Q3998114)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: scientific article |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
17 September 1992
0 references
Time series
0 references
ARIMA models
0 references
time series
0 references
frequency domain
0 references
time domain
0 references
decomposition
0 references
second-order stationary processes
0 references
autocorrelation
0 references
partial autocorrelation
0 references
spectral density
0 references
autoregressive moving average processes
0 references
ARIMA processes
0 references
ARMA process
0 references
least squares
0 references
maximum likelihood
0 references
asymptotic properties
0 references
identification
0 references
unobservable components
0 references
causality testing
0 references
specification of dynamic models
0 references
rational expectations
0 references
cycles
0 references