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Springer Non-Gaussian Autoregressive-Type Time Series

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£88.92 £71.95 £75.65 £79.35 £83.06 £86.76 £90.46 28 July 2026 10 August 2026 23 August 2026 05 September 2026 19 September 2026
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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
28 January 2022
Listed Since
21 October 2021

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