Scaled Muth–ARMA Process Applied to Finance Market
The analysis of financial market time series is an important source for understanding the economic reality of a country. We introduce a new autoregressive moving average (ARMA) process, the sMuth–ARMA model, which has the sMuth law as the marginal distribution and has one of its parameters as a prop...
Main Authors: | Abraão D. C. Nascimento, Maria C. S. Lima, Hassan Bakouch, Najla Qarmalah |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-04-01
|
Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/11/8/1908 |
Similar Items
-
James Stein Estimator for the Beta Regression Model with Application to Heat-Treating Test and Body Fat Datasets
by: Muhammad Amin, et al.
Published: (2023-05-01) -
Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach
by: Vladica S. Stojanović, et al.
Published: (2023-04-01) -
A Flexible Dispersed Count Model Based on Bernoulli Poisson–Lindley Convolution and Its Regression Model
by: Hassan S. Bakouch, et al.
Published: (2023-08-01) -
The Transmuted Muth Generated Class of Distributions with Applications
by: Abdulhakim A. Al-Babtain, et al.
Published: (2020-10-01) -
A Compound Class of Inverse-Power Muth and Power Series Distributions
by: Leonardo Barrios-Blanco, et al.
Published: (2023-04-01)