Product Autoregressive Models: Review of Properties, Estimation Methods and Applications
Analysis of continuous non-negative time series data using multiplicative models is a growing area of research. When the variable of interest is non-negative, often some methodology based on transformation was followed in the literature. Even though a useful class of models known as product autoreg...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2025-05-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | https://www.ajs.or.at/index.php/ajs/article/view/2010 |
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