Fitting Autoregressions
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Publication:4067945
DOI10.2307/2285938zbMath0309.62064OpenAlexW4243618985MaRDI QIDQ4067945
Publication date: 1975
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2285938
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05)
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