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

DOI10.1080/03610918.2015.1100736zbMATH Open1377.37114OpenAlexW2561238483MaRDI QIDQ4593907FDOQ4593907

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

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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)

Cited In (1)

• Multivariate contemporaneous ARMA model with hydrological applications

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