scientific article; zbMATH DE number 7353822
From MaRDI portal
Publication:4991235
Recommendations
- Generalized ARMA models with martingale difference errors
- GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS
- ARMA MODELS WITH ARCH ERRORS
- Parameter estimation for ARMA processes with errors in models
- ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
- Multivariate arma models with generalized autoregressive linear innovation
- Generalized autoregressive moving average models with GARCH errors
Cited in
(13)- ARMA MODELS WITH ARCH ERRORS
- Bayesian inference for ARMA model with stable innovations and applications
- ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
- Generalized Autoregressive Moving Average Models
- Generalized normal ARMA model applied to the areas of economy, hydrology, and public policy
- Multivariate arma models with generalized autoregressive linear innovation
- Generalized autoregressive moving average models with GARCH errors
- Autoregressive processes with generalized hyperbolic innovations
- An autoregressive model based on the generalized hyperbolic distribution
- Time-series models with an EGB2 conditional distribution
- A multimomental ARMA model: initial formulation and a case study
- Autoregressive model with double Pareto distributed noise
- Generalized ARMA models with martingale difference errors
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 Q4991235)