Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models
本文提出一种从ARMA模型的平稳性和可逆性参数区域中随机抽取参数的方法，适用于时间序列模拟和模型检验。
M. C. Jones, Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 36, No. 2 (1987), pp. 134-138