Estimation of Parameters in Integrated Autoregressive-Moving Average Time Series Models. Part 1. Autoregressive Models.
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 auto-regressive moving average processes. The paper provides a discussion of estimation of the auto-regressive parameters from the Bayesian viewpoint. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1972
- Accession Number
- AD0744856
Entities
People
- G. M. Jenkins
- George E. P. Box
Organizations
- University of Wisconsin–Madison