A Monte Carlo study of autoregressive integrated moving average processes
| Year of publication: |
1978
|
|---|---|
| Authors: | Dent, Warren ; Min, An-Sik |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 7.1978, 1, p. 23-55
|
| Publisher: |
Elsevier |