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Non-Gaussian Autoregressive-Type Time Series

Non-Gaussian Autoregressive-Type Time Series

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9789811681615
Condition
New
Product Description

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.

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