Discounted polynomials for multiple time series model building

DOI10.1093/biomet/69.1.107zbMath0488.62067OpenAlexW1996156160MaRDI QIDQ3949843

Helmut Lütkepohl

Publication date: 1982

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/69.1.107

zbMATH Keywords

polynomial approximationmodel specificationautoregressive processstationary stochastic processdiscounted polynomialsmodified polynomial lag modelsmultiple time series model building

Mathematics Subject Classification ID

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

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