ARMA modelling with non-Gaussian innovations

Keyphrases

• ARMA Model 100%
• Non-Gaussian Innovations 100%
• Copyright 50%
• Goodness-of-fit Measure 50%
• Maximum Likelihood Estimator 50%
• Real Examples 50%
• Residual Autocorrelation 50%
• Asymptotic Normality 50%
• Modeling Time 50%

Mathematics

• Gaussian Distribution 100%
• Fit Statistic 50%
• Residuals 50%
• Maximum Likelihood Estimator 50%
• Autocorrelation 50%
• Goodness of Fit Test 50%
• Asymptotic Normality 50%
• Time Series Modeling 50%