Time Series Factorial Models with Uncertainty Measures: Applications to ARMA Processes and Financial Data

DOI10.1080/03610920903537277zbMath1220.62112OpenAlexW1999940964MaRDI QIDQ3006282

Carole Toque, Virginie Terraza

Publication date: 10 June 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903537277

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Statistical aspects of information-theoretic topics (62B10) Graphical methods in statistics (62A09)

Related Items (1)

A prediction method based on wavelet transform and multiple models fusion for chaotic time series

Cites Work

• ARMA model identification
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