The asymptotic properties of estimates of the parameters in autoregressive
碩士 === 國立臺北大學 === 統計學系 === 103 === In the modelling of non-Gaussian time series, one strategy is to retain the general autoregressive moving average (ARMA) framework and allow the white noise to be non-Gaussian distribution. In this work, we are interested in correlated data exhibiting asymmetry by...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65098156149925604209 |