A Modified Box-Cox Transformation in the Multivariate ARMA Model (Q5439650)
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scientific article; zbMATH DE number 5234108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Modified Box-Cox Transformation in the Multivariate ARMA Model |
scientific article; zbMATH DE number 5234108 |
Statements
A Modified Box-Cox Transformation in the Multivariate ARMA Model (English)
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11 February 2008
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limit theorems
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Monte-Carlo Wald-test
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ratio data
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transformation-linear process
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