On Warming-Up Time Series Simulations Generated by Box-Jenkins Models

DOI10.2307/3009528zbMath0397.62059OpenAlexW4255863063MaRDI QIDQ4181133

Oliver D. Anderson

Publication date: 1979

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3009528

zbMATH Keywords

Box- Jenkins ModelsFirst Order Autoregressive ModelLength of Simulation RunTime Series SimulationsWarm Up Period

Mathematics Subject Classification ID

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

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