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

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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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Bibliographic Details
Main Author:	Samuel, Bako Sunday
Format:	Thesis
Language:	English
Published:	2015
Subjects:	Autoregression (Statistics) Time-series analysis Estimation theory
Online Access:	http://psasir.upm.edu.my/id/eprint/57064/ http://psasir.upm.edu.my/id/eprint/57064/1/FS%202015%205.pdf

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