Time series with Birnbaum‐Saunders marginal distributions

DOI10.1002/asmb.2324zbMath1400.62195OpenAlexW2790849781MaRDI QIDQ5374591

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Publication date: 14 September 2018

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2324

zbMATH Keywords

maximum likelihood estimatorsBirnbaum-Saunders distributionnon-Gaussian time seriesautoregressive moving average modelsconsistent and asymptotically normal

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Reliability and life testing (62N05)

Related Items (5)

Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model ⋮ On a Class of Time Series Model with Double Lindley Distribution as Marginals ⋮ Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” by N. Balakrishnan and Debasis Kundu ⋮ Authors' Rejoinder ⋮ On asymmetric regression models with allowance for temporal dependence

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