Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Andrade, Breno S."'
Transformed Generalized Autoregressive Moving Average (TGARMA) models were recently proposed to deal with non-additivity, non-normality and heteroscedasticity in real time series data. In this paper, a Bayesian approach is proposed for TGARMA models,
Externí odkaz:
http://arxiv.org/abs/1612.09561
Publikováno v:
Communications in Statistics: Case Studies, Data Analysis and Applications, 1 (2016) 192-205
Generalized autoregressive moving average (GARMA) models are a class of models that was developed for extending the univariate Gaussian ARMA time series model to a flexible observation-driven model for non-Gaussian time series data. This work present
Externí odkaz:
http://arxiv.org/abs/1509.08666