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Smoothing non-Gaussian time series with autoregressive structure

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  • Grunwald, Gary K.
  • Hyndman, Rob J.

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  • Grunwald, Gary K. & Hyndman, Rob J., 1998. "Smoothing non-Gaussian time series with autoregressive structure," Computational Statistics & Data Analysis, Elsevier, vol. 28(2), pages 171-191, August.
    • Handle: RePEc:eee:csdana:v:28:y:1998:i:2:p:171-191
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    References listed on IDEAS

    as
    1. Hyndman, R.J. & Wand, M.P., "undated". "Nonparametric autocovariance function estimation," Statistics Working Paper _006, Australian Graduate School of Management.
    2. Ruey S. Tsay, 1992. "Model Checking Via Parametric Bootstraps in Time Series Analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(1), pages 1-15, March.
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    Cited by:

    1. Hyndman, R.J. & Grunwald, G.K., 1999. "Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall," Monash Econometrics and Business Statistics Working Papers 2/99, Monash University, Department of Econometrics and Business Statistics.

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