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The use of non-linear transformations in ARIMA-models when the data are non-Gaussian distributed

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  • Heuts, R.M.J.

    (Tilburg University, School of Economics and Management)

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  • Heuts, R.M.J., 1982. "The use of non-linear transformations in ARIMA-models when the data are non-Gaussian distributed," Other publications TiSEM f4ccef9b-24f6-4179-883c-9, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:f4ccef9b-24f6-4179-883c-961f64e94730
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    References listed on IDEAS

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    1. Boekema, F.W.M., 1982. "Morfologie van de "Wolstad" : Over het ontstaan en de ontwikkeling van de ruimtelijke geleding en struktuur van TILBURG," Other publications TiSEM 7b72d196-a7dd-49d8-8bff-a, Tilburg University, School of Economics and Management.
    2. Veugelers, P.T.W.M., 1982. "Een monetaristisch model voor de Nederlandse economie," Other publications TiSEM bdfae4a5-da17-4eb6-bb55-1, Tilburg University, School of Economics and Management.
    3. Z. Lomnicki, 1961. "Tests for departure from normality in the case of linear stochastic processes," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 4(1), pages 37-62, December.
    4. Merbis, M.D., 1982. "System properties of the Interplay model," Other publications TiSEM e6959397-af0f-4abf-88cd-1, Tilburg University, School of Economics and Management.
    5. Donders, J.H.M. & van der Reep, F.A.M., 1982. "De betekenis van het monetaire beleid voor de Nederlandse economie : Presentatie van een analyse aan de hand van een eenvoudig model," Other publications TiSEM b1e583f2-43ea-4881-9b71-7, Tilburg University, School of Economics and Management.
    6. Boekema, F.W.M., 1982. "Decentralisatie en regionaal sociaal-economisch beleid," Other publications TiSEM cd353320-72ce-44e5-b9f2-e, Tilburg University, School of Economics and Management.
    7. C. F. Ansley & W. A. Spivey & W. J. Wrobleski, 1977. "A Class of Transformations for Box‐Jenkins Seasonal Models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 26(2), pages 173-178, June.
    8. Heuts, R.M.J., 1978. "Portfolio models and time series analysis," Other publications TiSEM 48458631-edc8-42e9-8359-4, Tilburg University, School of Economics and Management.
    9. Nelson, Harold Jr. & Granger, C. W. J., 1979. "Experience with using the Box-Cox transformation when forecasting economic time series," Journal of Econometrics, Elsevier, vol. 10(1), pages 57-69, April.
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