A Direct Basic Form for Predictors of Autoregressive Integrated Moving Average Processes
Copyright policy ) Godolphin, E. J.;
A Direct Basic Form for Predictors of Autoregressive Integrated Moving Average Processes
SUMMARY A direct method of formulating predictors of autoregressive integrated moving average processes is given which has certain advantages over the three basic forms proposed by Box & Jenkins (1970). Some ways of making use of this representation are discussed.
- Royal Holloway University of London United Kingdom
Time series, auto-correlation, regression, etc. in statistics (GARCH), Inference from stochastic processes and prediction
Time series, auto-correlation, regression, etc. in statistics (GARCH), Inference from stochastic processes and prediction
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These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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