Non-Gaussian Autoregressive-Type Time Series
N. Balakrishna
This book brings together a variety of non-Gaussian autoregressive-type models to analyze time-series data. This book collects and collates most of the available models in the field and provide their probabilistic and inferential properties. This book classifies the stationary time-series models into different groups such as linear stationary models with non-Gaussian innovations, linear stationary models with non-Gaussian marginal distributions, product autoregressive models and minification models. Even though several non-Gaussian time-series models are available in the literature, most of them are focusing on the model structure and the probabilistic properties.
Rok:
2022
Wydawnictwo:
Springer
Język:
english
Strony:
225
ISBN 10:
9811681627
ISBN 13:
9789811681622
Plik:
FB2 , 1.66 MB
IPFS:
,
english, 2022
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