On robust ESACF indentification [sic] of mixed ARIMA models
By: Heikki Hella
Contributors: Suomen Pankki
Series: Bank of Finland studies. E -- 27; Bank of Finland studies -- 27.
Publisher: Bank of Finland
Published: 2003
Place of publication: [Helsinki]
Language: eng
Number of pages: 159
Subjects: Box-Jenkins forecasting; Autocorrelation (Statistics); Regression analysis; Time-series analysis; Econometrics; Mathematical models
Other titles: On robust ESACF identification of mixed ARIMA models
Notes: "Key words: robust tentative identification, robust extended autocorrelation function, outliers, robust regression estimation, Monte Carlo simulations, time series models"--Abstract.

Includes bibliographical references (p. 121-136).

Text in English; abstract also in Finnish.