Transformed symmetric generalized autoregressive moving average models

DOI10.1080/02331888.2018.1435660zbMath1408.62147OpenAlexW2793947572WikidataQ111288240 ScholiaQ111288240MaRDI QIDQ4567923

Marcelo M. Taddeo, Amanda S. Gomes, Pedro Alberto Morettin

Publication date: 20 June 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2018.1435660

zbMATH Keywords

time seriessymmetric distributiontransformation parameterparameter estimateGARMA modelTSARMA model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Related Items (1)

On asymmetric regression models with allowance for temporal dependence

Cites Work

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• Approximation Theorems of Mathematical Statistics
• An Analysis of Transformations Revisited
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• Time Series Models Based on Generalized Linear Models: Some Further Results

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