Model misspecification in the time series analysis
The Box and Jenkins (1970) methodology of time series model building using an iterative cycle of identification, estimation and diagnostic checking to produce a forecasting mechanism is, by now, well known and widely applied. This thesis is mainly concerned with aspects of the diagnostic checking an...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
| Published: |
1977
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| Online Access: | https://eprints.nottingham.ac.uk/13788/ |