A Nonlinear ARMA-GARCH Model with Johnson Su Innovations and Its Application to Sea Clutter Modeling

IEEE Access

Volumn 6, Issue , 2018, Pages 11888-11896

  Zhang, Yunjian ^a   Liu, Hui ^a   Huang, Yanan ^a   Deng, Zhenmiao ^a  

^a XIAMEN UNIVERSITY   (China)

Author keywords

ARMA; GARCH; Johnson Su distribution; Radar; sea clutter modeling

Indexed keywords

CLUTTER (INFORMATION THEORY); GAUSSIAN DISTRIBUTION; HIGHER ORDER STATISTICS; RADAR; RANDOM VARIABLES; STATISTICAL METHODS; TIME SERIES; WEIBULL DISTRIBUTION;

ARMA; AUTOREGRESSIVE MOVING AVERAGE; GARCH; GAUSSIAN RANDOM VARIABLE; GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY; JOHNSON SU DISTRIBUTION; MONOTONIC TRANSFORMATION; SEA CLUTTERS;

RADAR CLUTTER;

EID: 85041830199     PISSN: None     EISSN: 21693536     Source Type: Journal    
DOI: 10.1109/ACCESS.2018.2805306     Document Type: Article

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