Identification of arma models with non-gaussian innovations (Q3135638): Difference between revisions

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+https://doi.org/10.1080/03610929208830837
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+W2121601831
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+Q4137964
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+Tendency towards normality of linear combinations of random variables
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+Nearer-Normality and Some Econometric Models
@@ Property / cites work: Nearer-Normality and Some Econometric Models / rank @@
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+"Infinite Variance" and Research Strategy in Time Series Analysis
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+TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
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+ON THE IDENTIFICATION OF SOME BILINEAR TIME SERIES MODELS
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+ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
@@ Property / cites work: ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS / rank @@
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+Inference robustness of ARIMA models under non-normality. Special application to stock price data
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+Non-Gaussian series and series with non-zero means: Practical implications for time series analysis
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+Linear processes are nearly Gaussian
@@ Property / cites work: Linear processes are nearly Gaussian / rank @@
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+Experience with using the Box-Cox transformation when forecasting economic time series
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+Q4692920
@@ Property / cites work: Q4692920 / rank @@
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+Q4749036
@@ Property / cites work: Q4749036 / rank @@
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