scientific article

zbMath0714.62080MaRDI QIDQ3999459

Richard A. Davis, Peter J. Brockwell

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

multivariate time seriesmanualvector autoregressive modelstransfer function modelAICC criterionARARMA forecasting techniqueautomatic order-selectionInteractive Time Series Modellingnon-parametric spectral estimationone-sided exponential smoothingpackage ITSMplotting of sample cross-correlationssymmetric moving averagetime series programs

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Robust estimation in time series ⋮ Fractional integration analysis of long-run behavior for US macroeconomic time series ⋮ Residual variance estimation in moving average models ⋮ Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model ⋮ On least-squares estimation of the residual variance in the first-order moving average model.

Uses Software

• ITSM

This page was built for publication: