Estimating functions for circular time series models

DOI10.1007/s13171-020-00237-wOpenAlexW3119169334MaRDI QIDQ6133716

A. Thavaneswaran, Ravishanker, Nalini

Publication date: 21 August 2023

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-020-00237-w

zbMATH Keywords

trigonometric momentsGodambe informationsine modelcombined EFMöbius wrapped stable model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Inference for linear and nonlinear stable error processes via estimating functions
• Generalized duration models and optimal estimation using estimating functions
• Statistical Analysis of Circular Data
• A multivariate von mises distribution with applications to bioinformatics
• The foundations of finite sample estimation in stochastic processes
• Circular regression
• Probabilistic model for two dependent circular variables
• Analysis of Circular Longitudinal Data Based on Generalized Estimating Equations
• Linear Statistical Inference and its Applications

This page was built for publication: Estimating functions for circular time series models