Estimating function method for nonnegative autoregressive models
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Publication:6089513
DOI10.1111/STAN.12294MaRDI QIDQ6089513
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Publication date: 15 December 2023
Published in: Statistica Neerlandica (Search for Journal in Brave)
Parametric inference (62Fxx) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)
Cites Work
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- Estimating function method for product autoregressive models
- Non-Gaussian Autoregressive-Type Time Series
- Periodic Gamma Autoregressive Model: An application to the Brazilian hydroelectric system
- Linear processes are nearly Gaussian
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