Distinguishing between IMA <1,1> and ARMA <1,1> models : a large scale simulation study of two particular Box-Jenkis time processes
O. D. Anderson and J. G. de Gooijer
| Year of publication: |
1980
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| Authors: | Anderson, O. D. ; Gooijer, J. G. de |
| Published in: |
Time series : proceedings of the international conference held at Nottingham University, March 1979. - Amsterdam [u.a.] : North-Holland, ISBN 0-444-85418-5. - 1980, p. 15-40
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| Subject: | Simulation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model |
| Type of publication: | Article |
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| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001832078