Goodness of fit testing of ARMA (P,Q) process

Hua, Lin (1989) Goodness of fit testing of ARMA (P,Q) process. Honours thesis, Murdoch University.

Abstract

A model which describes the probability structure of a sequence of observations is called a stochastic process. An important class of stochastic processes is the class of stationary processes. Particular stationary stochastic processes of value in modelling time series are the autoregressive moving average processes (ARMA). All of these have been discussed by Box and Jenkins (1976)…

Item Type:	Thesis (Honours)
Murdoch Affiliation(s):	School of Mathematical and Physical Sciences
Notes:	Note to the author: If you would like to make your thesis openly available on Murdoch University Library's Research Repository, please contact: repository@murdoch.edu.au. Thank you.
Supervisor(s):	Clarke, Brenton
URI:	http://researchrepository.murdoch.edu.au/id/eprint/41007

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