Semiparametric and parametric distributional forecasting of univariate time series using non-Gaussian ARMA models based on D-vines

Bladt, Martin, Dias, Alexandra orcid.org/0000-0003-0210-552X, Han, Jialing et al. (1 more author) (2025) Semiparametric and parametric distributional forecasting of univariate time series using non-Gaussian ARMA models based on D-vines. The Canadian Journal of Statistics. e70033. ISSN: 1708-945X

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Item Type: Article
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© 2025 Statistical Society of Canada | Société statistique du Canada. This is an author-produced version of the published paper. Uploaded in accordance with the University’s Research Publications and Open Access policy.
Dates:
  • Accepted: 12 August 2025
  • Published (online): 7 December 2025
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > The York Management School
Date Deposited: 17 Sep 2025 10:00
Last Modified: 10 Dec 2025 14:20
Published Version: https://doi.org/10.1002/cjs.70033
Status: Published online
Refereed: Yes
Identification Number: 10.1002/cjs.70033
Open Archives Initiative ID (OAI ID):

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