The ARMA alphabet soup: a tour of ARMA model variants
From MaRDI portal
Publication:1950327
DOI10.1214/09-SS060zbMath1274.62594MaRDI QIDQ1950327
Ginger Davis, Scott H. Holan, Robert B. Lund
Publication date: 13 May 2013
Published in: Statistics Surveys (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ssu/1291731822
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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