Asymptotic Robustness of Prediction Intervals of Arima Models to Deviations From Normality
- 1 September 1981
- journal article
- Published by Wiley in Australian Journal of Statistics
- Vol. 23 (3) , 300-308
- https://doi.org/10.1111/j.1467-842x.1981.tb00792.x
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Inference robustness of ARIMA models under non-normality —Special application to stock price dataMetrika, 1979
- Asymptotic properties of autoregressive integrated moving average processesStochastic Processes and their Applications, 1975
- The Behavior of Stock-Market PricesThe Journal of Business, 1965
- The Variation of Certain Speculative PricesThe Journal of Business, 1963