Transformed GARMA model: Properties and simulations (Q4607374)

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scientific article; zbMATH DE number 6849574
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Transformed GARMA model: Properties and simulations
scientific article; zbMATH DE number 6849574

    Statements

    title
    Transformed GARMA model: Properties and simulations (English)
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    author
    Jacek Leśkow
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    Marinho G. Andrade
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    publication date
    13 March 2018
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    zbMATH Keywords
    bootstrap
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    gamma distribution
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    generalized ARMA model
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    inverse Gaussian distribution
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    transformation
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F40
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    62P10
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    zbMATH DE Number
    6849574
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    OpenAlex ID
    W2525926637
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