Computing and using residuals in time series models
type: Item
instance of: scholarly article
title: Computing and using residuals in time series models
zbMATH Open document ID: 1452.62664
author: José Alberto Mauricio
published in: Computational Statistics and Data Analysis
publication date: 2009-06-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 5564600
zbMATH Keywords: autoregressive moving average model
zbMATH Keywords: conditional residuals
zbMATH Keywords: innovations
zbMATH Keywords: normalized residuals
zbMATH Keywords: unconditional residuals
describes a project that uses: AS 197
describes a project that uses: itsmr
describes a project that uses: AS 154
MaRDI profile type: Publication
full work available at URL: j.csda.2007.05.034
OpenAlex ID: W2032347311
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cites work: An algorithm for the exact likelihood of a stationary vector autoregressive‐moving average model
cites work: Exact maximum likelihood estimation of partially nonstationary vector ARMA models
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cites work: Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models
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DOI: 10.1016/J.CSDA.2007.05.034
description: scientific article; zbMATH DE number 5564600