Open AccessDiagnostic checking for non-stationary ARMA models: an application to financial data
Publication year - 2013
Publication title -
piantadosi, j., anderssen, r.s. and boland j. (eds) modsim2013, 20th international congress on modelling and simulation
Language(s) - English
Resource type - Conference proceedings
DOI - 10.36334/modsim.2013.f6.ling
Subject(s) - computer science , autoregressive–moving average model , data modeling , econometrics , economics , autoregressive model , software engineering
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