Analysis of time series by re-sampling
The Box-Jenkins methodology is very often used in financier when the time series are analyzed. The estimations of the parameters of the selected models are one of the first tasks of the analysis. The important problem that emerges in connection with the parameters estimation is the problem of thei...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
IDOSI Publication
2013
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/29657/1/29.pdf |