A new MBSARMA model is introduced for multivariate positive asymmetric time series, estimated via EM algorithm, and demonstrated on Chilean PM2.5 data.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
A multivariate Birnbaum-Saunders autoregressive moving average model with application to air pollution concentration data
A new MBSARMA model is introduced for multivariate positive asymmetric time series, estimated via EM algorithm, and demonstrated on Chilean PM2.5 data.