Inference on transformed stationary time series (Q2628839)
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scientific article; zbMATH DE number 6604083
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Inference on transformed stationary time series |
scientific article; zbMATH DE number 6604083 |
Statements
Inference on transformed stationary time series (English)
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18 July 2016
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ARMA model
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asymptotic theory
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Box-Cox transformation
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instantaneous transformation
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Whittle likelihood
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0.777743399143219
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0.7691211104393005
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0.7565498948097229
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0.7494238615036011
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