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Denis Bosq, LSTA, Paris VI Print
Friday, 06 May 2011, 14:30 - 15:30

COMPARING ARIMA PROCESSES WITH POLYNOMIAL REGRESSION

Denis Bosq, LSTA, Université Pierre et Marie Curie, Paris VI

Abstract: Starting from real data we study connection between ARIMA models and simple polynomial regression. It leads us to investigate conditions ensuring that a white noise is the innovation process. The functional case is also considered.
Location: Plaine, 2NO
Contact: Jacqueline Bottemanne

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