A study on the effect of power transformation in the ARMA(<i>p,q</i>) model (Q4540921)
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scientific article; zbMATH DE number 1772567
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| English | A study on the effect of power transformation in the ARMA(<i>p,q</i>) model |
scientific article; zbMATH DE number 1772567 |
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A study on the effect of power transformation in the ARMA(<i>p,q</i>) model (English)
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28 July 2002
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invariance properties
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simulations
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0.8271544
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0.8270081
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