Autoregressive processes with generalized hyperbolic innovations (Q5083924): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03610918.2018.1535066 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2913908511 / rank | |||
Normal rank | |||
Revision as of 22:18, 19 March 2024
scientific article; zbMATH DE number 7545514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive processes with generalized hyperbolic innovations |
scientific article; zbMATH DE number 7545514 |
Statements
Autoregressive processes with generalized hyperbolic innovations (English)
0 references
21 June 2022
0 references
autoregressive model
0 references
EM algorithm
0 references
generalized-hyperbolic
0 references
generalized inverse Gaussian
0 references
hierarchical representation
0 references
