Intervention analysis and multiple time series

DOI10.1093/biomet/67.1.73zbMath0425.62072OpenAlexW2036126866MaRDI QIDQ3860697

Bovas Abraham

Publication date: 1980

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/67.1.73

zbMATH Keywords

estimationinterventionmultiple time seriesautoregressive-moving average vector process

Mathematics Subject Classification ID

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

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