The ARMA alphabet soup: a tour of ARMA model variants
type: Item
instance of: scholarly article
title: The ARMA alphabet soup: a tour of ARMA model variants
zbMATH Open document ID: 1274.62594
DOI: 10.1214/09-SS060
author: Scott H. Holan
author: Ginger Davis
author: Robert Lund
published in: Statistics Surveys
publication date: 2013-05-13T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ssu/1291731822
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62-02
zbMATH DE Number: 6162225
zbMATH Keywords: autocovariance function
zbMATH Keywords: counts
zbMATH Keywords: long memory
zbMATH Keywords: short memory
zbMATH Keywords: stochastic volatility
zbMATH Keywords: time series
describes a project that uses: StFinMetrics
describes a project that uses: R
describes a project that uses: itsmr
describes a project that uses: TSA
describes a project that uses: astsa
MaRDI profile type: Publication
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