Exponential-Gaussian Distribution and Associated Time Series Models
Exponential-Gaussian distribution has already appeared in the literature and it is widely used in many fields. In this paper, we study its application in time series through a model-based approach. An autoregressive process of order one with exponential-Gaussian distribution as marginals is introdu...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2023-11-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/435 |