Unit-Weibull Autoregressive Moving Average Models

DOI10.48550/arXiv.2211.02097arXiv2211.02097MaRDI QIDQ80222

Taiane Schaedler Prass, Guilherme Pumi, Cleiton Guollo Taufemback

Publication date: 3 November 2022

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

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

60G15: Gaussian processes

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

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