| Article ID: | iaor200934 |
| Country: | Germany |
| Volume: | 12 |
| Issue: | 2 |
| Start Page Number: | 211 |
| End Page Number: | 219 |
| Publication Date: | Jun 2004 |
| Journal: | Central European Journal of Operations Research |
| Authors: | Polasek Wolfgang, Pai Jeffrey |
| Keywords: | time series & forecasting methods |
Autoregressive moving average (ARMA) models with different distributional assumptions can be compared by conditional predictive ordinate (CPO) plots if exact likelihood evaluations are not feasible. In our application we show how hyperbolic and