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
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spelling ndltd-nps.edu-oai-calhoun.nps.edu-10945-201702015-05-20T16:00:06Z Extension of some models for positive-valued time series. Hugus, David Kennedy Lewis, P.A.W. Naval Postgraduate School 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. 2012-11-20T00:07:34Z 2012-11-20T00:07:34Z 1982-03 Thesis http://hdl.handle.net/10945/20170 en_US
collection NDLTD
language en_US
sources NDLTD
description 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.
author2 Lewis, P.A.W.
author_facet Lewis, P.A.W.
Hugus, David Kennedy
author Hugus, David Kennedy
spellingShingle Hugus, David Kennedy
Extension of some models for positive-valued time series.
author_sort Hugus, David Kennedy
title Extension of some models for positive-valued time series.
title_short Extension of some models for positive-valued time series.
title_full Extension of some models for positive-valued time series.
title_fullStr Extension of some models for positive-valued time series.
title_full_unstemmed Extension of some models for positive-valued time series.
title_sort extension of some models for positive-valued time series.
publishDate 2012
url http://hdl.handle.net/10945/20170
work_keys_str_mv AT hugusdavidkennedy extensionofsomemodelsforpositivevaluedtimeseries
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