Time series with Birnbaum-Saunders marginal distributions (Q5374591)
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scientific article; zbMATH DE number 6936359
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| English | Time series with Birnbaum-Saunders marginal distributions |
scientific article; zbMATH DE number 6936359 |
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Time series with Birnbaum‐Saunders marginal distributions (English)
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14 September 2018
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autoregressive moving average models
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Birnbaum-Saunders distribution
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consistent and asymptotically normal
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maximum likelihood estimators
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non-Gaussian time series
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0.8130738139152527
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0.8012878894805908
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0.7985190153121948
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0.7973133325576782
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0.7843418717384338
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