Autoregressive processes with generalized hyperbolic innovations (Q5083924): Difference between revisions

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Latest revision as of 22:23, 13 August 2024

scientific article; zbMATH DE number 7545514
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Autoregressive processes with generalized hyperbolic innovations
scientific article; zbMATH DE number 7545514

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    Autoregressive processes with generalized hyperbolic innovations (English)
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    21 June 2022
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    autoregressive model
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    EM algorithm
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    generalized-hyperbolic
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    generalized inverse Gaussian
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    hierarchical representation
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