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Fathoming the theta method for a unit root process - MaRDI portal

Fathoming the theta method for a unit root process (Q5397576)

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scientific article; zbMATH DE number 6260925
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English
Fathoming the theta method for a unit root process
scientific article; zbMATH DE number 6260925

    Statements

    title
    Fathoming the theta method for a unit root process (English)
    0 references
    DOI
    10.1093/imaman/dps030
    0 references
    publication date
    24 February 2014
    0 references
    zbMATH DE Number
    6260925
    0 references
    zbMATH Keywords
    time series
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    theta model
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    ARIMA
    0 references
    OpenAlex ID
    W2009378299
    0 references
     
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