A METHOD FOR GENERATING INDEPENDENT REALIZATIONS OF A MULTIVARIATE NORMAL STATIONARY AND INVERTIBLE ARMA(p, q) PROCESS-Reference-Cited by-同舟云学术

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A METHOD FOR GENERATING INDEPENDENT REALIZATIONS OF A MULTIVARIATE NORMAL STATIONARY AND INVERTIBLE ARMA(p, q) PROCESS

Published:1987-03 Issue:2 Volume:8 Page:125-130
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J Time Series Analysis

Author:

Barone Piero

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1987.tb00426.x/fullpdf

Reference5 articles.

1. P. Barone, and R. Roy (1983 ) On a stability test for estimated multivariate autoregressive-moving average models. Proc. A. S. A. Business and Economic Statistic Section650 -3 .

2. Simulation procedures for Box-Jenkins Models

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