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Topics in Time Series Analysis. III. ARIMA Time Series Models with Non-Normal Shocks.

机译：时间序列分析的主题。 III。具有非正常冲击的aRIma时间序列模型。

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In this paper the parent distribution of the shocks a sub t in ARIMA models is extended to the family of symmetric exponential power distributions, which covers the Normal as well as particular forms of symmetric leptokurtic and playkurtic distributions. The inference robustness of the parameters of ARIMA models and the effect of non Normality of the shocks on the forecasts is studied. (Author)

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作者
ledolter, J.; Box, G. E. P.;
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年度 1976
页码 1-45
总页数 45
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Time series analysis; Exponential functions; Power distribution; Mathematical models; Shock; ARIMA models;

机译：时间序列分析;指数函数;功率分布;数学模型;冲击; aRIma模型;

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Topics in Time Series Analysis. III. ARIMA Time Series Models with Non-Normal Shocks.

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