Geodesic
Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.
Metrika, Tome 26 (1979), pp. 43-56.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

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},
     publisher = {mathdoc},
     volume = {26},
     year = {1979},
     zbl = {0398.62090},
     url = {http://geodesic.mathdoc.fr/item/MET_1979__26_175764/}
}
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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/