Browsing Statistics and Actuarial Science by Author "Baroud, Hiba"
Now showing items 1-1 of 1
-
Analysis of Financial Data using a Difference-Poisson Autoregressive Model
Baroud, Hiba (University of Waterloo, 2011-05-17)Box and Jenkins methodologies have massively contributed to the analysis of time series data. However, the assumptions used in these methods impose constraints on the type of the data. As a result, difficulties arise when ...