Generalized autoregressive moving average models: an efficient estimation approach

DOI10.1080/00949655.2022.2111568MaRDI QIDQ6074137

Unnamed Author, Shakhawat Hossain, Andrei I. Volodin

Publication date: 19 September 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

zbMATH Keywords

simulation studiesGARMA modelADB and ADRbinary and count time seriesimproved pretest and shrinkage

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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