Unit-Weibull autoregressive moving average models

DOI10.1007/s11749-023-00893-8zbMATH Open1541.62237MaRDI QIDQ6557182

Taiane Schaedler Prass, Unnamed Author, Guilherme Pumi

Publication date: 18 June 2024

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

time series analysisregression modelsnon-Gaussian time seriespartial maximum likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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