Non-Gaussian Autoregressive-Type Time Series

Download or read book Non-Gaussian Autoregressive-Type Time Series written by N. Balakrishna and published by Springer Nature. This book was released on 2022-01-27 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.