A study on the effect of power transformation in the ARMA(<i>p,q</i>) model (Q4540921)

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scientific article; zbMATH DE number 1772567
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A study on the effect of power transformation in the ARMA(<i>p,q</i>) model
scientific article; zbMATH DE number 1772567

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    A study on the effect of power transformation in the ARMA(<i>p,q</i>) model (English)
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    28 July 2002
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    invariance properties
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    simulations
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