Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.
Metrika (1979)
- Volume: 26, page 43-56
- ISSN: 0026-1335; 1435-926X/e
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topLedolter, J.. "Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.." Metrika 26 (1979): 43-56. <http://eudml.org/doc/175764>.
@article{Ledolter1979,
author = {Ledolter, J.},
journal = {Metrika},
keywords = {Inference Robustness; Arima Models; Stock Price Data; Forecasting; Estimation; Symmetric Exponential Family of Error Distributions; Nonnormal Errors},
pages = {43-56},
title = {Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.},
url = {http://eudml.org/doc/175764},
volume = {26},
year = {1979},
}
TY - JOUR
AU - Ledolter, J.
TI - Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.
JO - Metrika
PY - 1979
VL - 26
SP - 43
EP - 56
KW - Inference Robustness; Arima Models; Stock Price Data; Forecasting; Estimation; Symmetric Exponential Family of Error Distributions; Nonnormal Errors
UR - http://eudml.org/doc/175764
ER -
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