GONÇALVES, Esmeralda - In: Annales d'Economie et de Statistique (1987) 5, pp. 109-145
The aim of this paper is the introduction of a class of models generalizing the usual ARMA models and giving possible solutions for two difficulties encountered in ARMA modelling, the identification step, i.e. the estimation of the autoregressive and moving average orders, and the phenomenas of...