Transformed symmetric generalized autoregressive moving average models

DOI10.1080/02331888.2018.1435660MaRDI QIDQ4567923zbMATHOpenAlexWikidataFDO

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

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)

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• Generalized Autoregressive Moving Average Models
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Regression models for nonstationary categorical time series: Asymptotic estimation theory
• Restricted methods in symmetrical linear regression models
• Time Series Models Based on Generalized Linear Models: Some Further Results
• Transformations and seasonal adjustment
• Transformed generalized linear models

Cited in

(5)

• Transformed generalized linear models
• On asymmetric regression models with allowance for temporal dependence
• Parametric quantile autoregressive moving average models with exogenous terms
• Transformed symmetric models
• SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution

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