Pages that link to "Item:Q1254821"
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The following pages link to Experience with using the Box-Cox transformation when forecasting economic time series (Q1254821):
Displaying 9 items.
- A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120) (← links)
- Special issue on Nonlinear time series models. Part 2. 16th Rencontres Franco-Belges de Statisticiens, Bruxelles, Belgium, November 23--24, 1995 (Q1299539) (← links)
- Arch model with Box-Cox transformed dependent variable (Q1593723) (← links)
- Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) (← links)
- (Q2971498) (← links)
- Identification of arma models with non-gaussian innovations (Q3135638) (← links)
- ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS (Q3777271) (← links)
- Transformation Models in High Dimensions (Q6620937) (← links)
- Non-Gaussian autoregressive processes with Tukey \(g\)-and-\(h\) transformations (Q6626039) (← links)
