Generalized normal ARMA model applied to the areas of economy, hydrology, and public policy

DOI10.1080/03610918.2015.1100736MaRDI QIDQ4593907zbMATH OpenOpenAlexFDO

Authors Eder A. Milani, Marinho G. Andrade, Carlos A. R. Diniz

Publication date 15 November 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2015.1100736

zbMATH Keywords

time seriesgeneralized normal distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10) Applications of dynamical systems (37N99)

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Cited in

(1)

• Multivariate contemporaneous ARMA model with hydrological applications

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