Generalized Autoregressive Moving Average Models
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Publication:4468539
DOI10.1198/016214503388619238zbMath1047.62076OpenAlexW1965792011MaRDI QIDQ4468539
Robert A. Rigby, Michael A. Benjamin, Unnamed Author
Publication date: 10 June 2004
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214503388619238
time seriesexponential familyPoissonnegative binomialnon-Gaussiangenrealized autoregressive conditional heteroscedastic model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)
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