A survey of time series analysis through parametric models |
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| Authors: | Pham Dinh Tuan |
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| Affiliation: | Mathematiques Appliquees , University de Grenoble , France , 39 |
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| Abstract: | The paper is a survey of recent works on time series analysis using parametric models. The main emphasis is on linear models, in particular the ARMA model. Usual me¬thods of parameter estimation, goodness of fit tests and the choice of model order are con¬sidered. Some extensions of the methods to related problems are briefly discussed |
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