Residual-based diagnostic tests for noninvertible ARMA models
Juho Nyholm (University of Helsinki and HECER)
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Nyholm, Juho |
| Publisher: |
Helsinki : HECER |
| Subject: | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | ARMA-Modell | ARMA model | Modellierung | Scientific modelling |
freely available
| Extent: | 1 Online-Ressource (circa 35 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / Helsinki Center of Economic Research : discussion paper. - Helsinki, ISSN 1795-0562, ZDB-ID 2266792-1. - Vol. no. 416 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Other identifiers: | hdl:10138/217880 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011721434