Inference robustness of ARIMA models under non-normality. Special application to stock price data (Q1254082): Difference between revisions

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-Johannes Ledolter
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+A note on regions for tests of kurtosis
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+Q5663204
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+A further look at robustness via Bayes's theorem
@@ Property / cites work: A further look at robustness via Bayes's theorem / rank @@
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+Q3214142
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+Portfolio Analysis in a Stable Paretian Market
@@ Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank @@
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+On the Stable Paretian Behavior of Stock-Market Prices
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+Q5826132
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+Publication:1254082