Diagnostic checking in ARMA models with uncorrelated errors
Christian Francq, Roch Roy, and Jean-Michel Zakoi͏̈an
| Year of publication: |
2005
|
|---|---|
| Authors: | Francq, Christian ; Roy, Roch ; Zakoïan, Jean-Michel |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 100.2005, 470, p. 532-544
|
| Subject: | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 543 - 544 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002929352