An automatic procedure for Box-Jenkins model building

DOI10.1016/0377-2217(84)90012-2zbMath0538.62081OpenAlexW1976819087MaRDI QIDQ793484

Gaëtan Libert

Publication date: 1984

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(84)90012-2

zbMATH Keywords

Box-Jenkins modelCAPRI

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

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