CPO plots for ARMA model selection

zbMATH Open1055.62096MaRDI QIDQ1762909FDOQ1762909

Authors: Wolfgang Polasek, Jeffrey S. Pai 

Publication date: 11 February 2005

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Graphical methods in statistics (62A09)

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