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pro vyhledávání: '"Weaks SPARMA models"'
Autor:
Ilmi amir, Abdoulkarim
Publikováno v:
Probabilités [math.PR]. Université Bourgogne Franche-Comté, 2021. Français. ⟨NNT : 2021UBFCD015⟩
In this thesis, we are mainly interested in the validation of seasonal and/or periodic ARMA models (SARMA for Seasonal AutoRegressive Moving-Average, PARMA for Periodic ARMA and SPARMA for Seasonal PARMA) with uncorrelated but non-independent error t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::14b24679f42d20103b369b9504b1b0e7
https://tel.archives-ouvertes.fr/tel-03346451
https://tel.archives-ouvertes.fr/tel-03346451
