Analysis of fragmented time series data using box-jenkins models

DOI10.1080/03610919908813571zbMath0968.62534OpenAlexW2044942928MaRDI QIDQ4490197

Ruth H. Lewellen, Stephen H. Vessey

Publication date: 11 July 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919908813571

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Related Items (1)

Graphical and phase space models for univariate time series

Cites Work

• Estimating the dimension of a model
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Unnamed Item
• Unnamed Item

This page was built for publication: Analysis of fragmented time series data using box-jenkins models