Learn how ARIMA models use time series data for accurate short-term forecasting. Discover its pros, cons, and essential tips ...

This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

Moreover, regression methods for categorical time series allow for parsimonious modeling and incorporation of random time-dependent covariates as opposed to other procedures. In particular, nominal ...

We show boundedness in probability uniformly in sample size of a general M-estimator for multiple linear regression in time series. The positive criterion function for the M-estimator is assumed lower ...