Modeling time series when some observations are zero
Year of publication: |
2020
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Authors: | Harvey, Andrew C. ; Ito, Ryoko |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 214.2020, 1, p. 33-45
|
Subject: | Censored distributions | Dynamic conditional score model | Generalized beta distribution | Rainfall | Seasonality | Zero augmented model | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Saisonale Schwankungen | Seasonal variations | Schätztheorie | Estimation theory |
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