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Cross-Validating Non-Gaussian Data

✍ Scribed by Gu, Chong


Book ID
121437711
Publisher
American Statistical Association
Year
1992
Tongue
English
Weight
574 KB
Volume
1
Category
Article
ISSN
1061-8600

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## Abstract This paper discusses a new methodology for modeling non‐Gaussian time series with long‐range 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