SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution
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Publication:148334
DOI10.1007/s00362-016-0753-zzbMath1416.62509OpenAlexW2275139945MaRDI QIDQ148334
Francisco José A. Cysneiros, Vinicius Q. S. Maior, Francisco José A. Cysneiros, Vinicius Q. S. Maior
Publication date: 20 February 2016
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0753-z
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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