Non Gaussian Autoregressive Type Time Series

Prijzen vanaf
107,99

Uitgelicht

Beschrijving

Bol This book brings together a variety of non-Gaussian autoregressive-type models to analyze time-series data. This book collects and collates most of the available models in the field and provide their probabilistic and inferential properties. This book classifies the stationary time-series models into different groups such as linear stationary models with non-Gaussian innovations, linear stationary models with non-Gaussian marginal distributions, product autoregressive models and minification models. Even though several non-Gaussian time-series models are available in the literature, most of them are focusing on the model structure and the probabilistic properties.

Vergelijk aanbieders (1)

Sorteren op:

€ 107,99 Gratis verzending

Beschrijving (1)

This book brings together a variety of non-Gaussian autoregressive-type models to analyze time-series data. This book collects and collates most of the available models in the field and provide their probabilistic and inferential properties. This book classifies the stationary time-series models into different groups such as linear stationary models with non-Gaussian innovations, linear stationary models with non-Gaussian marginal distributions, product autoregressive models and minification models. Even though several non-Gaussian time-series models are available in the literature, most of them are focusing on the model structure and the probabilistic properties.


Productspecificaties

EAN
  • 9789811681622
  • 9789811681646
  • 9789811681615
Maat


Prijshistorie

Prijzen voor het laatst bijgewerkt op:

Uitgelichte Keuze
107,99
Naar shop