A Nonlinear ARMA-GARCH Model With Johnson $S_u$ Innovations and Its Application to Sea Clutter Modeling

A Nonlinear ARMA-GARCH Model With Johnson $S_u$ Innovations and Its Application to Sea Clutter Modeling

In this paper, a novel time series heteroskedastic model is proposed for sea clutter modeling application. In the light of characteristics of the practical clutter at low grazing angle, the original generalized autoregressive conditional heteroskedasticity process, which has been widely used in vari...

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Bibliographic Details
Main Authors: Yunjian Zhang, Hui Liu, Yanan Huang, Zhenmiao Deng
Format: Article
Language:English
Published: IEEE 2018-01-01
Series:IEEE Access
Subjects:
Radar
sea clutter modeling
ARMA
GARCH
Johnson <italic xmlns:ali="http://www.niso.org/schemas/ali/1.0/" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">Su</italic> distribution
Online Access:https://ieeexplore.ieee.org/document/8290720/

Internet

https://ieeexplore.ieee.org/document/8290720/

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