ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES

DOI10.1111/j.1467-9892.1984.tb00388.xzbMath0569.62077OpenAlexW2049836767MaRDI QIDQ3685895

David F. Findley

Publication date: 1984

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1984.tb00388.x

zbMATH Keywords

signal extractionlinear quadratic controlambiguitiesspectrum approximationfitting of ARMA models to time seriesmultistep-ahead forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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