Present Position and Potential Developments: Some Personal Views: Time Series Analysis

DOI10.2307/2981673zbMath0549.62058OpenAlexW12332691MaRDI QIDQ3341711

J. Durbin

Publication date: 1984

Published in: Journal of the Royal Statistical Society. Series A (General) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2981673

zbMATH Keywords

frequency domaintime seriestime domainFourier analysisKalman filterasymptotic expansionsforecastingautocorrelationseasonal adjustmentApproximationsleast squares regression analysisBox-Jenkins ARIMA models

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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