๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Bayesian Inference for Time Series with Stable Innovations

โœ Scribed by Zuqiang Qiou; Nalini Ravishanker


Book ID
108549324
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
458 KB
Volume
19
Category
Article
ISSN
0143-9782

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โœ A. Thavaneswaran; S. Peiris ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 485 KB

infinite variance processes have attracted growing interest in recent years due to its applications in many areas of statistics. For example, ARIMA time series models with infinite variance innovations are widely used in financial modelling. However, little attention has been paid to incorporate inf