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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
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Document Date: 2013-11-19 22:07:14

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File Size: 1,12 MB

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City

Adelaide / New York / /

Company

Princeton University Press / /

Country

Australia / United Kingdom / /

/

Event

Movie Release / /

Facility

University of Science / /

Movie

A.I. / /

Organization

Hong Kong University of Science and Technology / Royal Statistical Society / Princeton University / International Congress / American Statistical Association / Chinese Academy of Sciences Email / /

Person

Lee / Shin / M. McAleer / /

Position

Professor / /

ProgrammingLanguage

C / /

PublishedMedium

Journal of the American Statistical Association / Journal of the Royal Statistical Society / /

Technology

Simulation / /

URL

www.mssanz.org.au/modsim2013 / /

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