Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models (Q4727248): Difference between revisions
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Latest revision as of 00:12, 20 March 2024
scientific article; zbMATH DE number 4001267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models |
scientific article; zbMATH DE number 4001267 |
Statements
Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models (English)
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1987
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beta distribution
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time series simulations
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autoregressive-moving average models
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uniform distribution
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stationarity and invertibility region
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generating partial autocorrelations
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