A Note on the Invertibility of Nonlinear ARMA models Kung-Sik Chan Department of Statistics - The Knot - Document - PDFSEARCH.IO

First Page		Document Content
Date: 2009-06-02 14:03:05 Statistical models Moving-average model Linear model Invertible knot Recurrence relation Statistics Regression analysis Noise		A Note on the Invertibility of Nonlinear ARMA models Kung-Sik Chan Department of Statistics & Actuarial Science University of Iowa, Iowa City, IA 52242, U.S.A. Email: Add to Reading List Source URL: lx2.saas.hku.hk Download Document from Source Website File Size: 300,76 KB Share Document on Facebook