Generalized Autoregressive Moving Average Models
Top Cited Papers
- 1 March 2003
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 98 (461) , 214-223
- https://doi.org/10.1198/016214503388619238
Abstract
A class of generalized autoregressive moving average (GARMA) models is developed that extends the univariate Gaussian ARMA time series model to a flexible observation-driven model for non-Gaussian ...Keywords
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