Transformed GARMA model: Properties and simulations (Q4607374)
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scientific article; zbMATH DE number 6849574
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| English | Transformed GARMA model: Properties and simulations |
scientific article; zbMATH DE number 6849574 |
Statements
Transformed GARMA model: Properties and simulations (English)
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13 March 2018
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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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0.8209045
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0.81704175
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0.8142992
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0.8097891
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0.80680215
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0.8051733
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0.80479854
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