Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model
We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natura...
| Veröffentlicht in: | IEEE transactions on pattern analysis and machine intelligence. - 1979. - 37(2015), 2 vom: 01. Feb., Seite 372-82 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2015
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| Zugriff auf das übergeordnete Werk: | IEEE transactions on pattern analysis and machine intelligence |
| Schlagworte: | Journal Article Research Support, U.S. Gov't, Non-P.H.S. |
| Online verfügbar |
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