ARIMA Models with Time-Dependent Coefficients: Official Statistics Examples

About 25 years ago, effective methods for dealing with time series models that vary with time appeared in the statistical literature. Except in a few cases, they have never been used for economic statistics. In this chapter, we consider autoregressive integrated moving average (ARIMA) models with ti...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autor principal: Mélard, Guy
Formato: Capítulo de libro
Lenguaje:inglés
Publicado: IntechOpen 2022
Materias:
Acceso en línea:https://www.intechopen.com/chapters/85058
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!