FINITE SAMPLE PREDICTION AND OVERDIFFERENCING
- 1 July 1981
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 2 (4) , 221-232
- https://doi.org/10.1111/j.1467-9892.1981.tb00323.x
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- Finite sample properties of estimators for autoregressive moving average modelsJournal of Econometrics, 1980
- Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman FilteringJournal of the Royal Statistical Society Series C: Applied Statistics, 1980
- Likelihood Function of Stationary Multiple Autoregressive Moving Average ModelsJournal of the American Statistical Association, 1979
- Likelihood Function of Stationary Multiple Autoregressive Moving Average ModelsJournal of the American Statistical Association, 1979
- Deterministic and Forecast-Adaptive Time-Dependent ModelsJournal of the Royal Statistical Society Series C: Applied Statistics, 1978
- Estimation of a non-invertible moving average processJournal of Econometrics, 1977
- PrefacePublished by Elsevier ,1970