Tagged Questions
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Random generation of ARMA(2,2) Gaussian time series
I get very poor replication of longitudinal parameters from my own program using the Box-Jenkins model. I had no such problem with my own program generating AR(1) Gaussian data. Is there some trick ...
1
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2answers
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Gaussian ARMA process with non-gaussian innovations
Can a gaussian ARMA process have non-gaussian innovations? (i.e., is there an ARMA process that is gaussian, but the corresponding innovations are not gaussian)?
