Inference Robustness of ARIMA Models under Non normality: Special Application to Stock Price Data

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Zitat

@article{e1921f37dde745ca83a9eee7314a45a3,

title = "Inference Robustness of ARIMA Models under Non normality: Special Application to Stock Price Data",

author = "Johannes Ledolter",

year = "1979",

month = nov,

day = "1",

language = "English",

volume = "26",

pages = "43 -- 56",

journal = "Metrika",

issn = "0026-1335",

publisher = "Springer Verlag",

}