‘Recursive estimation of mixed autoregressive-moving average order’

DOI10.1093/biomet/70.1.303-bzbMath0508.62076OpenAlexW4241497381MaRDI QIDQ4746693

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Publication date: 1983

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/70.1.303-b

zbMATH Keywords

correctionrecursive estimation of mixed autoregressive-moving average order

Mathematics Subject Classification ID

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

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