Bootstrap in moving average models
β Scribed by Arup Bose
- Publisher
- Springer Japan
- Year
- 1990
- Tongue
- English
- Weight
- 648 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
There are some not corrected misprints in the proof of Theorem 2.1 which could be misleading. In particular, the' ~' in the second line of the proof should be replaced by a' = '. The covariance matrix of the random variable Zc is equal to ,~. Finally, the assumption E(e4t) < oo for ie {1, 2} should
The purpose of this paper is to extend the class of \(A R(1)\) models introduced by Aly and Bouzar (1994) to more general \(A R M A\) models. As an application some new Poisson geometric, negative binomial, and Poisson logarithmic ARMA models are derived. 1994 Academic Press, Inc.