Transformed symmetric generalized autoregressive moving average models

DOI10.1080/02331888.2018.1435660zbMATH Open1408.62147OpenAlexW2793947572WikidataQ111288240 ScholiaQ111288240MaRDI QIDQ4567923FDOQ4567923

Authors: Amanda S. Gomes, Marcelo M. Taddeo, Pedro A. Morettin, Gauss M. Cordeiro 

Publication date: 20 June 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2018.1435660

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zbMATH Keywords

time seriessymmetric distributiontransformation parameterparameter estimateGARMA modelTSARMA model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Cites Work

• Approximation Theorems of Mathematical Statistics
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• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
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• An Analysis of Transformations Revisited
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• Regression models for nonstationary categorical time series: Asymptotic estimation theory
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• Transformed generalized linear models
• Transformations and seasonal adjustment

Cited In (4)

• Transformed generalized linear models
• Parametric quantile autoregressive moving average models with exogenous terms
• On asymmetric regression models with allowance for temporal dependence
• Transformed symmetric models

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