Estimating functions for circular time series models

DOI10.1007/S13171-020-00237-WOpenAlexW3119169334MaRDI QIDQ6133716FDOQ6133716

Authors: A. Thavaneswaran, Nalini Ravishanker 

Publication date: 21 August 2023

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-020-00237-w

zbMATH Keywords

trigonometric momentsGodambe informationsine modelcombined EFMöbius wrapped stable model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Circular regression
• Circular statistics in R
• The foundations of finite sample estimation in stochastic processes
• Inference for wrapped symmetric \(\alpha\)-stable circular models
• Generalized duration models and optimal estimation using estimating functions
• Inference for linear and nonlinear stable error processes via estimating functions

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