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Non-Gaussian Autoregressive-Type Time Series

Non-Gaussian Autoregressive-Type Time Series

Paperback

Probability & Statistics

ISBN10: 9811681643
ISBN13: 9789811681646
Publisher: Springer Nature
Published: Jan 29 2023
Pages: 225
Weight: 0.76
Height: 0.51 Width: 6.14 Depth: 9.21
Language: English
1. Basics of Time Series.- 2. Statistical Inference for Stationary Time Series.- 3. AR Models with Stationary Non-Gaussian Positive Marginals.- 4. AR Models with Stationary Non-Gaussian Real-Valued Marginals.- 5. Some Nonlinear AR-type Models for Non-Gaussian Time series.- 6. Linear Time Series Models with Non-Gaussian Innovations.- 7. Autoregressive-type Time Series of Counts.

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Balakrishna, N.

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Probability & Statistics