Padé approximation and its application in time series analysis

DOI10.1016/0096-3003(92)90034-XzbMath0745.65091OpenAlexW2167578030MaRDI QIDQ1186530

Kuldeep Kumar

Publication date: 28 June 1992

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(92)90034-x

zbMATH Keywords

estimationtime seriesPadé approximationsARMA modelautoregressive-moving average modelBox-Jenkins technique

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS
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