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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Bibliographic Details
Main Author: Balakrishna, N.
Format: eBook
Published: Singapore Springer Nature Singapore 2021, 2021
Edition:1st ed. 2021
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.