Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models
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Publication:4727248
DOI10.2307/2347544zbMath0617.62100OpenAlexW2493781029MaRDI QIDQ4727248
Publication date: 1987
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2347544
uniform distributionautoregressive-moving average modelsbeta distributiongenerating partial autocorrelationsstationarity and invertibility regiontime series simulations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)
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