A Modified Box-Cox Transformation in the Multivariate ARMA Model
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Publication:5439650
DOI10.14490/jjss.37.1zbMath1138.62055OpenAlexW2010423130MaRDI QIDQ5439650
Yuzo Hosoya, Takahiro Terasaka
Publication date: 11 February 2008
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss.37.1
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical distribution theory (62E99)