ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS (Q3777271)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS |
scientific article |
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ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS (English)
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1988
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autoregressive moving-average process
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modelling time series
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non- Gaussian innovations
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asymptotic normality
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maximum likelihood estimator
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distribution of the residual autocorrelations
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goodness-of-fit statistic
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