Non-Gaussian Autoregressive-Type Time Series

Balakrishna, N.

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.

Details

Published by: Springer

Publication Date: 2022-01-28

Format: Hardcover

ISBN-13: 9789811681615

DOI: 10.1007/978-981-16-8162-2

Dimensions: 235cm x155cm

Pages: 225