The Burr XII Autoregressive Moving Average Model

The Burr XII Autoregressive Moving Average Model

The present work proposes a new class of model for random variables with support in the positive real line, this model explains the conditional quantile and is an alternative for modeling data that indicate asymmetric behavior and heavy tails. We present a new autoregressive moving average model bas...

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Bibliographic Details
Main Authors: Fernando José Monteiro de Araújo, Renata Rojas Guerra, Fernando Arturo Peña-Ramírez
Format: Article
Language:English
Published: MDPI AG 2023-07-01
Series:Computer Sciences & Mathematics Forum
Subjects:
symmetric data
conditional quantile
reparametrization
series model
Online Access:https://www.mdpi.com/2813-0324/7/1/46

Internet

https://www.mdpi.com/2813-0324/7/1/46

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