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Autoregressive moving average models with t and hyperbolic innovations
Polasek, Wolfgang; Pai, Jeffrey - 1998
Persistent link: https://www.econbiz.de/10001372542
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Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey; Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000911263
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Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey S.; Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000573314
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CPO plots for ARMA model selection
Polasek, Wolfgang; Pai, Jeffrey - In: Central European journal of operations research : CEJOR … 12 (2004) 2, pp. 211-219
Persistent link: https://www.econbiz.de/10006018461