SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution
DOI10.1007/S00362-016-0753-ZzbMATH Open1416.62509OpenAlexW2275139945MaRDI QIDQ148334FDOQ148334
Authors: Vinicius Q. S. Maior, Francisco José A. Cysneiros, Vinicius Q. S. Maior, Francisco José A. Cysneiros
Publication date: 20 February 2016
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0753-z
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Cited In (8)
- Unit-Weibull autoregressive moving average models
- Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
- Parametric quantile autoregressive moving average models with exogenous terms
- SYMARMA
- On asymmetric regression models with allowance for temporal dependence
- SYMARFIMA: a dynamical model for conditionally symmetric time series with long range dependence mean structure
- Conway–Maxwell–Poisson seasonal autoregressive moving average model
- sym.arma
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