scientific article
zbMath0744.62122MaRDI QIDQ3998114
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Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
identificationfrequency domaindecompositionasymptotic propertiestime seriestime domaincyclesrational expectationsmaximum likelihoodleast squaresTime seriesARMA processspectral densityautocorrelationARIMA modelspartial autocorrelationautoregressive moving average processessecond-order stationary processesARIMA processescausality testingspecification of dynamic modelsunobservable components
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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