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Asymmetric filters in correlated ARIMA components - MaRDI portal

Asymmetric filters in correlated ARIMA components

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Publication:2639557

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zbMath0718.62204MaRDI QIDQ2639557

Cosimo Damiano Vitale, Bruno A. Baldessari

Publication date: 1988

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

decomposition model correlated ARIMA components models optimal linear filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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