Inference for autoregressive and moving average models with extreme value distribution via simulation study
Time series analysis has emerged as one of the most important statistical discipline and it has been applied in different fields over the years. Literature reviews show that independent identical distributed Gaussian random variables is not suitable for modelling extreme events. We evaluate the impa...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2015
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| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/57064/1/FS%202015%205RR.pdf |
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