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Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.
Metrika, Tome 26 (1979), pp. 43-56 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Mots-clés : Inference Robustness, Arima Models, Stock Price Data, Forecasting, Estimation, Symmetric Exponential Family of Error Distributions, Nonnormal Errors 
@article{MET_1979__26_175764,
     author = {J. Ledolter},
     title = {Inference {Robustness} of {ARIMA} {Models} under {Non-Normality} - {Special} {Applications} to {Stock} {Price} {Data.}},
     journal = {Metrika},
     pages = {43--56},
     year = {1979},
     volume = {26},
     zbl = {0398.62090},
     url = {http://geodesic.mathdoc.fr/item/MET_1979__26_175764/}
}
TY  - JOUR
AU  - J. Ledolter
TI  - Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.
JO  - Metrika
PY  - 1979
SP  - 43
EP  - 56
VL  - 26
UR  - http://geodesic.mathdoc.fr/item/MET_1979__26_175764/
ID  - MET_1979__26_175764
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%0 Journal Article
%A J. Ledolter
%T Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.
%J Metrika
%D 1979
%P 43-56
%V 26
%U http://geodesic.mathdoc.fr/item/MET_1979__26_175764/
%F MET_1979__26_175764
J. Ledolter. Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.. Metrika, Tome 26 (1979), pp. 43-56. http://geodesic.mathdoc.fr/item/MET_1979__26_175764/