A new MBSARMA model is introduced for multivariate positive asymmetric time series, estimated via EM algorithm, and demonstrated on Chilean PM2.5 data.
Sistema de información nacional de calidad del aire ( SINCA )
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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.