Distinguishing between IMA <1,1> and ARMA <1,1> models : a large scale simulation study of two particular Box-Jenkis time processes
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: | Schätztheorie | Estimation theory | Simulation | Zeitreihenanalyse | Time series analysis |
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