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Non-Gaussian Autoregressive-Type Time Series
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Non-Gaussian Autoregressive-Type Time Series

2021 ed.

Book Details

Format Paperback / Softback
ISBN-10 9811681643
ISBN-13 9789811681646
Edition 2021 ed.
Publisher Springer Verlag, Singapore
Imprint Springer Verlag, Singapore
Country of Manufacture GB
Country of Publication GB
Publication Date Jan 29th, 2023
Print length 225 Pages
Product Classification: Bayesian inference
Ksh 19,800.00 Werezi Extended Catalogue

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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.

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.


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