Non-Gaussian Autoregressive-Type Time Series
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 int...
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| Format: | eBook |
| Language: | English |
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Singapore
Springer Nature Singapore
2021, 2021
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| Edition: | 1st ed. 2021 |
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| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 1. Basics of Time Series
- 2. Statistical Inference for Stationary Time Series
- 3. AR Models with Stationary Non-Gaussian Positive Marginals
- 4. AR Models with Stationary Non-Gaussian Real-Valued Marginals
- 5. Some Nonlinear AR-type Models for Non-Gaussian Time series
- 6. Linear Time Series Models with Non-Gaussian Innovations
- 7. Autoregressive-type Time Series of Counts.