Model misspecification in the time series analysis
Davies, Neville (1977) Model misspecification in the time series analysis. PhD thesis, University of Nottingham.
The Box and Jenkins (1970) methodology of time series model building using an iterative cycle of identification, estimation and diagnostic checking to produce a forecasting mechanism is, by now, well known and widely applied. This thesis is mainly concerned with aspects of the diagnostic checking and forecasting part of their methodology.
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