Test procedures for detecting overdifferencing or a moving average unit root in Gaussian autoregressive integrated moving average (ARIMA) models are proposed. The tests can be used when an ...
Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...
This paper generalizes the work of Godolphin (1977, 1978) for estimating parameters of the moving average model and of the general autoregressive moving average model by solving the approximate log ...
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