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Time series with Birnbaum‐Saunders marginal distributions - MaRDI portal

Time series with Birnbaum‐Saunders marginal distributions (Q5374591)

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scientific article; zbMATH DE number 6936359
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Time series with Birnbaum‐Saunders marginal distributions
scientific article; zbMATH DE number 6936359

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    Time series with Birnbaum‐Saunders marginal distributions (English)
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    14 September 2018
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    autoregressive moving average models
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    Birnbaum-Saunders distribution
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    consistent and asymptotically normal
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    maximum likelihood estimators
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    non-Gaussian time series
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