Analysis of short time series with an over-dispersion model

DOI10.1080/03610929508831492zbMath0825.62276OpenAlexW2007342599MaRDI QIDQ4843898

Bovas Abraham, Shesh N. Rai, M. Shelton Peiris

Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929508831492

zbMATH Keywords

parameter estimationover-dispersionAR(1) modelshort time series

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations ⋮ Simple detection of outlying short time series ⋮ Variance stabilizing filters^# ⋮ Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities ⋮ Saddlepoint approximation methods for testing of serial correlation in panel time series data ⋮ Detecting outlying series in sets of short time series

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