Time series with Birnbaum-Saunders marginal distributions

DOI10.1002/ASMB.2324MaRDI QIDQ5374591zbMATH OpenOpenAlexFDO

Authors

Publication date 14 September 2018

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.2324

zbMATH Keywords

maximum likelihood estimatorsBirnbaum-Saunders distributionnon-Gaussian time seriesautoregressive moving average modelsconsistent and asymptotically normal

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Reliability and life testing (62N05) Applications of statistics to economics (62P20)

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Cited in

(9)

• Authors' rejoinder on ``Birnbaum-Saunders distribution: a review of models, analysis, and applications
• Parametric quantile autoregressive moving average models with exogenous terms
• On a Class of Time Series Model with Double Lindley Distribution as Marginals
• Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model
• Bimodal Birnbaum-Saunders generalized autoregressive score model
• Kolmogorov space in time series data
• A geometric bivariate time series with different marginal parameters
• On asymmetric regression models with allowance for temporal dependence
• Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” by N. Balakrishnan and Debasis Kundu

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