Research Catalog

On robust ESACF indentification [sic] of mixed ARIMA models / Heikki Hella.

Title
On robust ESACF indentification [sic] of mixed ARIMA models / Heikki Hella.
Author
Hella, Heikki.
Publication
[Helsinki] : Bank of Finland, 2003.

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Details

Additional Authors
Suomen Pankki. http://id.loc.gov/authorities/names/n80050120
Description
159 pages : illustrations; 25 cm.
Series Statement
Bank of Finland studies. E, 1238-1691 ; 27
Uniform Title
Bank of Finland studies. E ; 27.
Alternative Title
On robust ESACF identification of mixed ARIMA models
Subject
  • Autocorrelation (Statistics)
  • Box-Jenkins forecasting
  • Econometrics > Mathematical models
  • Regression analysis
  • Time-series analysis
Note
  • "Key words: robust tentative identification, robust extended autocorrelation function, outliers, robust regression estimation, Monte Carlo simulations, time series models"--Abstract.
Bibliography (note)
  • Includes bibliographical references (p. 121-136).
Language (note)
  • Text in English; abstract also in Finnish.
ISBN
9524621126
Owning Institutions
Columbia University Libraries