An Exponential Autoregressive Time Series Model for Complex Data
In this paper, an exponential autoregressive model for complex time series data is presented. As for estimating the parameters of this nonlinear model, a three-step procedure based on quantile methods is proposed. This quantile-based estimation technique has the benefit of being more robust compared...
| Үндсэн зохиолчид: | , , , |
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| Формат: | Өгүүллэг |
| Хэл сонгох: | English |
| Хэвлэсэн: |
MDPI AG
2023-09-01
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| Цуврал: | Mathematics |
| Нөхцлүүд: | |
| Онлайн хандалт: | https://www.mdpi.com/2227-7390/11/19/4022 |