Analysing Stable Time Series
نویسندگان
چکیده
We describe how to take a stable ARMA time series through the various stages of model identi cation parameter estimation and diag nostic checking and accompany the discussion with a goodly number of large scale simulations that show which methods do and do not work and where some of the pitfalls and problems associated with stable time series modelling lie
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تاریخ انتشار 1998