Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis
DOI10.1016/j.cam.2022.114975zbMath1502.62088OpenAlexW4311780347MaRDI QIDQ2112713
Sergio Contreras-Espinoza, Christian Caamaño-Carrillo, Javier E. Contreras-Reyes
Publication date: 11 January 2023
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2022.114975
time series analysisgeneralized autoregressive score modelfish condition time seriessinh-arcsinh distribution
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
Uses Software
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