Non-Gaussian series and series with non-zero means: Practical implications for time series analysis

DOI10.1016/0167-7152(82)90003-7zbMath0486.62100OpenAlexW2092195130MaRDI QIDQ1164946

Haviland Wright, Edward J. Lusk

Publication date: 1982

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(82)90003-7

zbMATH Keywords

ARIMA modelsdistribution of outputs of linear filtersnon-Gaussian seriesnon-zero meanspractical implications of linear filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical distribution theory (62E99)

Related Items (6)

THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS ⋮ Infrence for non-negative autoregressive schemes ⋮ Time series count data regression ⋮ Asymptotically most powerful rank tests for multivariate randomness against serial dependence ⋮ On the marginal distribution of a first order autoregressive process ⋮ Identification of arma models with non-gaussian innovations

Cites Work

• Robust interval estimation of the innovation variance of an ARMA model
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• Unnamed Item
• Unnamed Item

This page was built for publication: Non-Gaussian series and series with non-zero means: Practical implications for time series analysis