Model misspecification in the time series analysis

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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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Bibliographic Details
Main Author:	Davies, Neville
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	1977
Online Access:	https://eprints.nottingham.ac.uk/13788/

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