Modelling circular time series
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Cites work
- A Family of Symmetric Distributions on the Circle
- A Markov Process for Circular Data
- ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
- Circular autocorrelation of stationary circular Markov processes
- Copula-based segmentation of cylindrical time series
- Dynamic models for volatility and heavy tails. With applications to financial and economic time series
- scientific article; zbMATH DE number 1375577 (Why is no real title available?)
- scientific article; zbMATH DE number 597897 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- Maximum likelihood estimation for score-driven models
- Modern directional statistics
- Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
- Recent advances in directional statistics
- Sine-skewed circular distributions
- Statistical Analysis of Circular Data
- The analysis of directional time series: Applications to wind speed and direction. (Based on the author's thesis, Univ. of Western Australia in Perth)
- Time series: theory and methods.
- Topics in circular statistics. With 1 IBM-PC floppy disk (3. 5 inch, HD)
Cited in
(4)- A mixture transition distribution modeling for higher-order circular Markov processes
- Fuzzy clustering of circular time series with applications to wind data
- A circular hidden Markov model for directional time series data
- On the singularity of the Fisher information matrix in the sine-skewed family on the d-dimensional torus
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