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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书目详细资料
Main Authors: Fernando José Monteiro de Araújo, Renata Rojas Guerra, Fernando Arturo Peña-Ramírez
格式: 文件
语言:English
出版: MDPI AG 2023-07-01
丛编:Computer Sciences & Mathematics Forum
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在线阅读:https://www.mdpi.com/2813-0324/7/1/46