Research Catalog

Missing observations in ARIMA models : skipping strategy versus additive outlier approach / Víctor Gómez, Agustín Maravall and Daniel Peña.

Title
Missing observations in ARIMA models : skipping strategy versus additive outlier approach / Víctor Gómez, Agustín Maravall and Daniel Peña.
Author
Gómez, Víctor (Writer on time-series analysis)
Publication
[Madrid] : Banco de Españã, Servicio de Estudios, [1997]

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TextUse in library HB3730 .G57 1997xOff-site

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Details

Additional Authors
  • Maravall, Agustín.
  • Peña Sánchez de Rivera, Daniel.
Description
44 pages; 24 cm.
Series Statement
Documento de trabajo / Banco de España, Servicio de Estudios, 0213-2710 ; no. 9701
Uniform Title
Documento de trabajo (Banco de España. Servicio de Estudios) ; no. 9701.
Subject
  • Analyse statistique
  • Box-Jenkins forecasting
  • Box-Jenkins forecasting
  • Méthodes statistiques
  • Modèles économétriques
  • Séries temporelles
  • Time-series analysis
  • Time-series analysis
Bibliography (note)
  • Includes bibliographical references (pages 43-44).
Processing Action (note)
  • committed to retain
ISBN
  • 8477935262
  • 9788477935261
LCCN
ZBWT00731238
Owning Institutions
Harvard Library