On model fitting and estimation of strictly stationary processes
Stationary processes have been extensively studied in the literature. Their applications include modeling and forecasting numerous real life phenomena such as natural disasters, sales and market movements. When stationary processes are considered, modeling is traditionally based on fitting an autore...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2017-12-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/17-VMSTA91 |