Zobrazeno 1 - 2
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pro vyhledávání: '"Moizes S. Melo"'
Publikováno v:
Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
Universidade de São Paulo (USP)
instacron:USP
Universidade de São Paulo (USP)
instacron:USP
The Chen Autoregressive Moving Average Model for Modeling Asymmetric Positive Continuous Time Series
Publikováno v:
Symmetry, Vol 15, Iss 9, p 1675 (2023)
In this paper, we introduce a new dynamic model for time series based on the Chen distribution, which is useful for modeling asymmetric, positive, continuous, and time-dependent data. The proposed Chen autoregressive moving average (CHARMA) model com
Externí odkaz:
https://doaj.org/article/24a2e1cf47f342ff873c5afc582f8664