20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au modsim2013 Diagnostic checking for Non-stationary ARMA Models: An Application to Financial Data S.-Q. Li - Time series models - Document - PDFSEARCH.IO

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Date: 2013-11-19 22:07:14 Parametric statistics Autoregressive–moving-average model Noise Autoregressive conditional heteroskedasticity T-statistic Statistics Time series analysis Econometrics		20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Diagnostic checking for Non-stationary ARMA Models: An Application to Financial Data S.-Q. Li Add to Reading List Source URL: www.mssanz.org.au Download Document from Source Website File Size: 1,12 MB Share Document on Facebook