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Q4954014 - MaRDI portal

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scientific article; zbMATH DE number 1447423
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English
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scientific article; zbMATH DE number 1447423

    Statements

    author
    David S. Stoffer
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    Robert H. Shumway
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    publication date
    16 May 2000
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    zbMATH Keywords
    correlation
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    regression
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    ARMA models
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    ARIMA models
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    threshold models
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    state-space models
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    ARMAX models
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    periodogram
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    filtering
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    smoothing
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    forecasting
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62-02
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    62-01
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    62M15
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    62M20
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    62Pxx
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    zbMATH DE Number
    1447423
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