Extension of some models for positive-valued time series.

Approved for public release; distribution unlimited === Time series models with autoregressive, moving average and mixed autoregressive-moving average correlation structure and with positive-valued non-normal marginal distributions are considered.

Bibliographic Details
Main Author: Hugus, David Kennedy
Other Authors: Lewis, P.A.W.
Language:en_US
Published: 2012
Online Access:http://hdl.handle.net/10945/20170