The Chen Autoregressive Moving Average Model for Modeling Asymmetric Positive Continuous Time Series
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 combines the flexibility of the Chen distribution wit...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-08-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/15/9/1675 |