A family of multivariate non‐gaussian time series models
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Publication:5135318
DOI10.1111/jtsa.12529zbMath1453.62625OpenAlexW3032694247MaRDI QIDQ5135318
Tevfik Aktekin, Refik Soyer, Nicholas G. Polson
Publication date: 20 November 2020
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12529
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Economic time series analysis (91B84)
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