Article ID: | iaor1999453 |
Country: | United States |
Volume: | 10 |
Issue: | 1 |
Start Page Number: | 72 |
End Page Number: | 81 |
Publication Date: | Dec 1998 |
Journal: | INFORMS Journal On Computing |
Authors: | Nelson Barry L., Cario Marne C. |
Keywords: | time series & forecasting methods |
An ARTA (AutoRegressive-to-Anything) Process is a time series with arbitrary marginal distribution and autocorrelation structure specified through finite lag