Fitting Time Series Models for Prediction
From MaRDI portal
Publication:5636193
DOI10.2307/1266948zbMath0228.62052OpenAlexW4253372093MaRDI QIDQ5636193
Publication date: 1971
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/2850
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items
PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS, Forecasting in dynamic models with stochastic regressors