CPO plots for ARMA model selection

MaRDI QIDQ1762909zbMATH OpenFDO

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)

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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