Non-Gaussian Autoregressive-Type Time Series

By N Balakrishna

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 9811681643
• ISBN13: 9789811681646
• Release Date: January 2023
• Publisher: Springer
• Length: 225 Pages
• Weight: 0.76 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"