Testing for Equal Predictability of Stationary ARMA Processes
Title | Testing for Equal Predictability of Stationary ARMA Processes |
Publication Type | Journal Article |
Year of Publication | 2007 |
Authors | Otranto, E, Triacca, U |
Journal | JOURNAL OF APPLIED STATISTICS |
Volume | 34 |
Pagination | 1091 - 1108 |
ISBN Number | 0266-4763 |