Time Series

DOI10.1201/9780429109553zbMath1455.62002OpenAlexW4231575697MaRDI QIDQ5208638

Dimitris N. Politis, Tucker S. McElroy

Publication date: 8 January 2020

Full work available at URL: https://doi.org/10.1201/9780429109553

zbMATH Keywords

bootstrapseasonalitytime serieswhite noisespectral representationperiodogramARMA modelsautoregressionnonparametric smoothingautocovariancesGaussian likelihoodoptimal fittingblock bootstrap methodsiterative forecastingentropy in time series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (8)

Nonlinear prediction via Hermite transformation ⋮ Optimal linear interpolation of multiple missing values ⋮ A Review of Seasonal Adjustment Diagnostics ⋮ Quadratic prediction of time series via auto-cumulants ⋮ Estimating the Spectral Density at Frequencies Near Zero ⋮ Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density ⋮ Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices ⋮ Casting vector time series: algorithms for forecasting, imputation, and signal extraction

Uses Software

• R

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