Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models (Q4727248)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models |
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)
0 references
1987
0 references
beta distribution
0 references
time series simulations
0 references
autoregressive-moving average models
0 references
uniform distribution
0 references
stationarity and invertibility region
0 references
generating partial autocorrelations
0 references
