Johnson Su-transformations for parameter estimation in ARMA-models when data are non-gaussian

R. van Montfort, R. Schippers, R.M.J. Heuts

Research output: Book/ReportReport

528 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
VolumeFEW 131
Publication statusPublished - 1983

Publication series

NameResearch memorandum / Tilburg University, Department of Economics
VolumeFEW 131

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