Non-Gaussian Autoregressive-Type Time Series
-
- Hardcover
- Taschenbuch ausgewählt
- eBook
-
Sprache:Englisch
Fr. 161.00
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
29.01.2023
Verlag
Springer SingaporeSeitenzahl
225
Maße (L/B/H)
23.5/15.5/1.4 cm
Auflage
1st ed. 2021
Sprache
Englisch
ISBN
978-981-16-8164-6
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.
Noch keine Bewertungen vorhanden
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.