Non-Gaussian Autoregressive-Type Time Series (Hardcover, 1st ed. 2021)

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.

General

Imprint:	Springer Verlag, Singapore
Country of origin:	Singapore
Release date:	2022
First published:	2021
Authors:	N. Balakrishna
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	225
Edition:	1st ed. 2021
ISBN-13:	978-981-16-8161-5
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics
LSN:	981-16-8161-9
Barcode:	9789811681615

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