Computational and Applied Mathematics · 2023 · 16 citations · 35 references
BusinessBusiness EconomicsEconometricsForecastingTime Series AnalysisTime Series EconometricsTime Series ForecastingTime Series ModelingVolatility ModelingAutoregressive ModelsAutoregressive Moving Average ModelsMoving Average Models
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Numerical recipes in C: the art of scientific computing
Choice Reviews Online · 1993 · 18.1K citations · Full text
On a measure of lack of fit in time series models
Greta M. Ljung, George E. P. Box · Biometrika · 1978 · 6K citations