Journal of the American Statistical Association · 1997 · 197 citations · 0 references
Natural SciencesMathematicsProbability TheoryStatisticsTime Series AnalysisAutocorrelation AnalysisMarkov ChainsMarkov ProcessesStationarity AnalysisTime Series EconometricsTime Series ModelingAutoregressive Moving Average ModelsNonstationary Time Series AnalysisStatistical Time Series Models