Fitting non-Gaussian persistent data
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Wilfredo Palma; Mauricio Zevallos
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Article
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2010
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John Wiley and Sons
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English
β 259 KB
## Abstract This paper discusses a new methodology for modeling nonβGaussian time series with longβrange dependence. The class of models proposed admits continuous or discrete data and considers the conditional variance as a function of the conditional mean. These types of models are motivated by e