Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.
Ledolter, J.
Metrika, Tome 26 (1979), p. 43-56 / Harvested from Göttinger Digitalisierungszentrum
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Publié le : 1979-01-01
EUDML-ID : urn:eudml:doc:175764 
@article{GDZPPN002456257,
     title = {Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.},
     journal = {Metrika},
     volume = {26},
     year = {1979},
     pages = {43-56},
     zbl = {0398.62090},
     url = {http://dml.mathdoc.fr/item/GDZPPN002456257}
}

Ledolter, J. Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.. Metrika, Tome 26 (1979) pp. 43-56. http://gdmltest.u-ga.fr/item/GDZPPN002456257/