Thesis
Goodness of fit testing of ARMA (P,Q) process
Honours, Murdoch University
1989
Abstract
A model which describes the probability structure of a sequence of observations is called a stochastic process. An important class of stochastic processes is the class of stationary processes. Particular stationary stochastic processes of value in modelling time series are the autoregressive moving average processes (ARMA). All of these have been discussed by Box and Jenkins (1976)…
Details
- Title
- Goodness of fit testing of ARMA (P,Q) process
- Authors/Creators
- Lin Hua
- Contributors
- Brenton Clarke (Supervisor)
- Awarding Institution
- Murdoch University; Honours
- Identifiers
- 991005543578807891
- Murdoch Affiliation
- School of Mathematical and Physical Sciences
- Language
- English
- Resource Type
- Thesis
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