Non-Gaussian Autoregressive-Type Time Series

Released on by N. Balakrishna
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  • Non-Gaussian Autoregressive-Type Time Series Book Detail

  • Author : N. Balakrishna
  • Release Date : 2022-01-27
  • Publisher : Springer Nature
  • Genre : Mathematics
  • Pages : 238
  • ISBN 13 : 9811681627
  • File Size : 40,40 MB
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Non-Gaussian Autoregressive-Type Time Series by N. Balakrishna PDF Summary

Book Description: This book brings together a variety of non-Gaussian autoregressive-type models to analyze time-series data. This book collects and collates most of the available models in the field and provide their probabilistic and inferential properties. This book classifies the stationary time-series models into different groups such as linear stationary models with non-Gaussian innovations, linear stationary models with non-Gaussian marginal distributions, product autoregressive models and minification models. Even though several non-Gaussian time-series models are available in the literature, most of them are focusing on the model structure and the probabilistic properties.

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Diagnostic Checks in Time Series

Diagnostic Checks in Time Series

File Size : 1,1 MB
Total View : 5942 Views
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Diagnostic checking is an important step in the modeling process. But while the literature on diagnostic checks is quite extensive and many texts on time series