Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models (Q4727248)
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scientific article; zbMATH DE number 4001267
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| 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)
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1987
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beta distribution
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time series simulations
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autoregressive-moving average models
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uniform distribution
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stationarity and invertibility region
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generating partial autocorrelations
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0.7661080956459045
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0.7421148419380188
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0.7348246574401855
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