Autoregressive processes with generalized hyperbolic innovations (Q5083924)
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scientific article; zbMATH DE number 7545514
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Autoregressive processes with generalized hyperbolic innovations |
scientific article; zbMATH DE number 7545514 |
Statements
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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0.8373234272003174
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0.7714693546295166
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0.7644367218017578
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0.7583903670310974
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