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

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 ...

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 ...

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 ...