Permanent and temporary components of a time series in market analysis and forecasting

DOI10.1080/00949658808811058zbMath0726.62181OpenAlexW2088372302MaRDI QIDQ3350620

Heikki J. Rinne, Robert G. Crawford, Michael D. Geurts

Publication date: 1988

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658808811058

zbMATH Keywords

time seriesmarket share data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

• Equilibrium Stochastic Choice and Market Penetration Theories: Derivations and Comparisons

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