An optimal k of kth MA-ARIMA models under a class of ARIMA model

DOI10.1080/03610926.2015.1112910zbMath1369.62223OpenAlexW2410166332MaRDI QIDQ5349116

Issam Dawoud, Selahattin Kaçıranlar

Publication date: 23 August 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2015.1112910

zbMATH Keywords

stationaryARIMA modelsweighted moving averageforecasting accuracysimple moving averageexponential weighted moving average

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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