Estimating functions for circular time series models

DOI10.1007/S13171-020-00237-WMaRDI QIDQ6133716zbMATH OpenOpenAlexFDO

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

combined EFGodambe informationMöbius wrapped stable modelsine modeltrigonometric moments

Mathematics Subject Classification ID

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

Cites work

• A multivariate von mises distribution with applications to bioinformatics
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• Generalized duration models and optimal estimation using estimating functions
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• Inference for linear and nonlinear stable error processes via estimating functions
• Inference for wrapped symmetric -stable circular models
• Linear Statistical Inference and its Applications
• Probabilistic model for two dependent circular variables
• Statistical Analysis of Circular Data
• The foundations of finite sample estimation in stochastic processes

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