Inference for autoregressive and moving average models with extreme value distribution via simulation study

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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书目详细资料
主要作者:	Samuel, Bako Sunday
格式:	Thesis
语言:	English
出版:	2015
主题:	Autoregression (Statistics) Time-series analysis Estimation theory
在线阅读:	http://psasir.upm.edu.my/id/eprint/57064/1/FS%202015%205RR.pdf
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