Accession Number:

AD0744321

Title:

Estimation of Parameters in Integrated Autoregressive-Moving Average Time Series Models. Part 2. Moving Average and Mixed Models.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

• Box,G. E. P.
• Jenkins,G. M.

Report Date:

1972-03-01

Pagination or Media Count:

31.0

Abstract:

A very useful class of stochastic models for the representation of time series such as occur in economics, business, and engineering are the integrated autoregressive moving average processes. The paper discusses the estimation of parameters in moving average or mixed models from the Bayesian point of view. Author

Descriptors:

• (*TIME SERIES ANALYSIS
• STOCHASTIC PROCESSES)
• LEAST SQUARES METHOD
• DISTRIBUTION FUNCTIONS
• MATRICES(MATHEMATICS)
• RECURSIVE FUNCTIONS
• MATHEMATICAL MODELS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE