Non-Gaussian Autoregressive-Type Time Series

DOI10.1007/978-981-16-8162-2zbMath1504.62003OpenAlexW4210799522MaRDI QIDQ5015235

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Publication date: 6 December 2021

Full work available at URL: https://doi.org/10.1007/978-981-16-8162-2

zbMATH Keywords

autoregressionnon-Gaussian time seriesmaximum probability estimatorsexponential autoregressive modelsminification modelsmixture autoregressive modelsproduct autoregressive modelsquasi likelihood methodsautoregressive models with non-Gaussian innovationsautoregressive models with stable innovationsCauchy autoregressive modelsestimating function methodsGamma autoregressive modelsLaplace autoregressive modelslogistic autoregressive modelstime series models with slowly varying innovations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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