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Transformed GARMA model: Properties and simulations - MaRDI portal

Transformed GARMA model: Properties and simulations (Q4607374)

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scientific article; zbMATH DE number 6849574
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English
Transformed GARMA model: Properties and simulations
scientific article; zbMATH DE number 6849574

    Statements

    Transformed GARMA model: Properties and simulations (English)
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    13 March 2018
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    bootstrap
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    gamma distribution
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    generalized ARMA model
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    inverse Gaussian distribution
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    transformation
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