Some Recent Developments in Time Series Analysis. III, Correspondent Paper

DOI10.2307/1403359zbMath0638.62084OpenAlexW4252287156MaRDI QIDQ3779617

Paul Newbold

Publication date: 1988

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403359

zbMATH Keywords

model selectionorder estimationautoregressive conditional heteroscedasticityunit autoregressive rootsautoregressive integrated moving average modelsrobust estimation of time series modelsstructural models. unobserved components models

Mathematics Subject Classification ID

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

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