Regression Models with Time Series Errors

DOI10.2307/2288345zbMath0533.62082OpenAlexW4248020731MaRDI QIDQ3316426

Ruey S. Tsay

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/2288345

zbMATH Keywords

convergence propertiesinterventionautoregressive moving average modelsleast squares estimatestime series regression modelsextended sample autocorrelation functionmixed ARMA errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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