A novel first-order autoregressive moving average model to analyze discrete-time series irregularly observed

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Publication:6601928

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DOI10.1007/978-3-031-14197-3_7MaRDI QIDQ6601928

Felipe Elorrieta, Susana Eyheramendy, Cesar Ojeda, Wilfredo Palma

Publication date: 11 September 2024

zbMATH Keywords

prediction maximum likelihood state-space representation general backward continued fraction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

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