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scientific article; zbMATH DE number 721872 - MaRDI portal

scientific article; zbMATH DE number 721872

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Publication:4322822

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zbMath0810.62081MaRDI QIDQ4322822

Rune Höglund, Ralf Oestermark

Publication date: 6 April 1995

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

zbMATH Keywords

rank generalized least squares recursive residuals model order minimal order corner method ARMA-processes extended sample autocorrelations time domain techniques extended autocorrelation approach modelling VARMAX-processes residual white noise-AR procedure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

The impact of information timeliness on the predictability of stock and futures returns: An application of vector models ⋮ Massively parallel processing of recursive multi-period portfolio models ⋮ VARMAX-modelling of blast furnace process variables

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