Non-gaussian autoregressive-type time series
Auteur :
Balakrishna, N.
Éditeur :
Springer Verlag, Singapore
ISBN :
9789811681646
Date de publication :
29 janv. 2023
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
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.