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Non-Gaussian Autoregressive-Type Time Series

Af: N. Balakrishna Engelsk Paperback

Non-Gaussian Autoregressive-Type Time Series

Af: N. Balakrishna Engelsk Paperback
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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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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.

Produktdetaljer
Sprog: Engelsk
Sider: 225
ISBN-13: 9789811681646
Indbinding: Paperback
Udgave:
ISBN-10: 9811681643
Udg. Dato: 29 jan 2023
Længde: 0mm
Bredde: 155mm
Højde: 235mm
Forlag: Springer Verlag, Singapore
Oplagsdato: 29 jan 2023
Forfatter(e): N. Balakrishna
Forfatter(e) N. Balakrishna


Kategori Bayesiansk statistik


ISBN-13 9789811681646


Sprog Engelsk


Indbinding Paperback


Sider 225


Udgave


Længde 0mm


Bredde 155mm


Højde 235mm


Udg. Dato 29 jan 2023


Oplagsdato 29 jan 2023


Forlag Springer Verlag, Singapore

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