An edition of On robust ESACF indentification [sic] of mixed ARIMA models (2003)

On robust ESACF indentification [sic] of mixed ARIMA models

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On robust ESACF indentification [sic] of mixe ...
Heikki Hella
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Last edited by MARC Bot
January 8, 2023 | History
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An edition of On robust ESACF indentification [sic] of mixed ARIMA models (2003)

On robust ESACF indentification [sic] of mixed ARIMA models

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Publish Date
Publisher
Bank of Finland
Language
English
Pages
159

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Subjects
Box-Jenkins forecasting, Autocorrelation (Statistics), Regression analysis, Time-series analysis, Econometrics, Mathematical models

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Edition Availability
Cover of: On robust ESACF indentification [sic] of mixed ARIMA models
On robust ESACF indentification [sic] of mixed ARIMA models
2003, Bank of Finland
in English
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Book Details

Edition Notes

"Key words: robust tentative identification, robust extended autocorrelation function, outliers, robust regression estimation, Monte Carlo simulations, time series models"--Abstract.

Includes bibliographical references (p. 121-136).

Text in English; abstract also in Finnish.

Published in
[Helsinki]
Series
Bank of Finland studies. E -- 27, Bank of Finland studies -- 27.
Other Titles
On robust ESACF identification of mixed ARIMA models

The Physical Object

Pagination
159 pages
Number of pages
159

ID Numbers

Open Library
OL45501168M
ISBN 10
9524621126
OCLC/WorldCat
54534309

Source records

marc_columbia MARC record

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January 8, 2023 Created by MARC Bot Imported from marc_columbia MARC record