The arma alphabet soup: A tour of ARMA model variants

Statistics Surveys

Volumn 4, Issue , 2010, Pages 232-274

  Holan, Scott H ^a   Lund, Robert ^b   Davis, Ginger ^c  

^a UNIVERSITY OF MISSOURI   (United States)

^b CLEMSON UNIVERSITY   (United States)

^c University of Virginia   (United States)

Author keywords

Autocovariance function; Counts; Long memory; Short memory; Stochastic volatility; Time series

Indexed keywords

EID: 84857427480     PISSN: None     EISSN: 19357516     Source Type: Journal    
DOI: 10.1214/09-SS060     Document Type: Review

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