NDLI: ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS

Content Provider	Scilit
Author	Li, W. K. McLeod, A. I.
Copyright Year	1988
Description	Journal: Journal of Time Series Analysis
Related Links	http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9892.1988.tb00461.x/pdf
Ending Page	168
Page Count	14
Starting Page	155
ISSN	01439782
e-ISSN	14679892
DOI	10.1111/j.1467-9892.1988.tb00461.x
Journal	Journal of Time Series Analysis
Issue Number	2
Volume Number	9
Language	English
Publisher	Wiley-Blackwell
Publisher Date	1988-03-01
Access Restriction	Open
Subject Keyword	Journal: Journal of Time Series Analysis Cybernetical Science Autoregressive Moving‐average Process Maximum Likelihood Estimation Non‐gaussian Innovations Residual Autocorrelations
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Statistics and Probability Statistics, Probability and Uncertainty

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ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS