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Time series with Birnbaum-Saunders marginal distributions

Published:2018-03-25 Issue:4 Volume:34 Page:562-581
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl Stochastic Models Bus Ind

Author:

Rahul T.¹^ORCID,Balakrishnan N.²,Balakrishna N.¹

Affiliation:

1. Department of Statistics; Cochin University of Science & Technology; Cochin India

2. Department of Mathematics and Statistics; McMaster University; Hamilton Ontario Canada

Funder

Natural Sciences and Engineering Research Council of Canada

SERB, Department of Science and Technology, Government of India

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/asmb.2324/fullpdf

Reference38 articles.

1. Directionality and reversibility in time series;Lawrance;Int Stat Rev,1991

2. Stochastic modelling of river flow time series;Lawrance;J R Stat Soc Ser A,1977

3. Experiences with using the Box-Cox transformation when forecasting economic time series;Nelson;J Econ,1979

4. Time series models to simulate and forecast wind speed and wind power;Brown;J Clim Appl Meteorol,1984

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