scientific article; zbMATH DE number 3928144
From MaRDI portal
Publication:3702333
best linear predictorbest predictorcoefficient modelsdata sequence on wind velocitydirectionalityexponential variableslinear residualmarginal exponential distributionmaximum likelihood estimationmodellingmoment estimatorsnon-Gaussian time series modelsnonlinear autoregressive time seriespower transformationsrandomresidual analysisreversibilityWeibull distributions
Recommendations
Cited in
(28)- Bivariate semi \(\alpha \)-Laplace distribution and processes
- Logistic and semi-logistic processes
- Markovian chi-square and gamma processes
- Generating pseudo-random time series with specified marginal distributions
- Process-driven direction-dependent asymmetry: identification and quantification of directional dependence in spatial fields
- Maximum quasilikelihood estimation for a simplified NEAR(1) model.
- Statistical inference for the new INAR(2) models with random coefficient
- Extreme value autoregressive model and its applications
- On a class of bivariate exponential distributions
- A time-series model using asymmetric Laplace distribution
- A Beta-Gamma autoregressive process of the second-order (BGAR(2))
- A quasi-locally most powerful test for correlation in the conditional variance of positive data
- scientific article; zbMATH DE number 4149411 (Why is no real title available?)
- On some moving-average processes with exponentially distributed innovations
- Integer-valued moving average (INMA) process
- On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling
- AR(1) model with skew-normal innovations
- Time series models based on the unrestricted skew-normal process
- Mixture Markov regression model with application to mosquito surveillance data analysis
- A characterization of random-coefficient AR(1) models
- Portmanteau tests for linearity of stationary time series
- New mixed portmanteau tests for time series models
- Stochastic volatility generated by product autoregressive models
- Stochastic volatility models with correlated innovations
- Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis
- A note on mixed exponential distribution with negative weights
- Bayesian prediction in threshold autoregressive models with exponential white noise
- Discontinuities in indirect estimation: an application to EAR models
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3702333)
