02514nam0 22005413i 450 VAN0027548120240806101542.705N978981168162220240429d2021 |0itac50 baengSG|||| |||||Non-Gaussian Autoregressive-Type Time SeriesN. BalakrishnaSingaporeSpringer2021xviii, 225 p.ill.24 cm62-XXStatistics [MSC 2020]VANC022998MF62F10Point estimation [MSC 2020]VANC021207MF62F12Asymptotic properties of parametric estimators [MSC 2020]VANC030772MF62J05Linear regression; mixed models [MSC 2020]VANC023156MF62J12Generalized linear models (logistic models) [MSC 2020]VANC025019MF62M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]VANC025079MF(auto)regressionKW:KAutoregressive models with non Gaussian innovationsKW:KAutoregressive models with stable innovationsKW:KCauchy autoregressive modelsKW:KEstimating function methodsKW:KExponential autoregressive modelsKW:KGamma autoregressive modelsKW:KLaplace autoregressive modelsKW:KLogistic autoregressive modelsKW:KMaximum probability estimatorsKW:KMinification modelsKW:KMixture autoregressive modelsKW:KNon Gaussian time seriesKW:KProduct autoregressive modelsKW:KQuasi likelihood methodsKW:KTime series models with slowly varying innovationsKW:KSGSingaporeVANL000061BalakrishnaNarayanaVANV2279541736719Springer <editore>VANV108073650ITSOL20240906RICAhttps://doi.org/10.1007/978-981-16-8162-2E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00275481BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-Book 8517 08eMF8517 20240503 Non-Gaussian Autoregressive-Type Time Series4156924UNICAMPANIA