A family of multivariate non‐gaussian time series models

Tevfik Aktekin; Nicholas G. Polson; Refik Soyer

doi:10.1111/jtsa.12529

A family of multivariate non‐gaussian time series models

Journal of Time Series Analysis ◽

10.1111/jtsa.12529 ◽

2020 ◽

Vol 41 (5) ◽

pp. 691-721

Author(s):

Tevfik Aktekin ◽

Nicholas G. Polson ◽

Refik Soyer

Keyword(s):

Time Series ◽

Time Series Models ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Non-Gaussian Time Series Models

Time Series Analysis and Applications to Geophysical Systems - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-1-4684-9386-3_12 ◽

2004 ◽

pp. 227-237

Author(s):

Murray Rosenblatt

Keyword(s):

Time Series ◽

Time Series Models ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Non-Gaussian Time Series Models

Time Series Analysis and Applications to Geophysical Systems - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-1-4612-2962-9_12 ◽

2004 ◽

pp. 227-237

Author(s):

Murray Rosenblatt

Keyword(s):

Time Series ◽

Time Series Models ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997)

Biometrika ◽

10.1093/biomet/91.1.246 ◽

2004 ◽

Vol 91 (1) ◽

pp. 246-248 ◽

Cited By ~ 62

Author(s):

T. Watanabe

Keyword(s):

Time Series ◽

Time Series Models ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Fitting Non-Gaussian Time Series Models

COMPSTAT ◽

10.1007/978-3-662-01131-7_20 ◽

1998 ◽

pp. 191-196 ◽

Cited By ~ 5

Author(s):

Michael A. Benjamin ◽

Robert A. Rigby ◽

Mikis D. Stasinopoulos

Keyword(s):

Time Series ◽

Time Series Models ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Nonlinear orthogonal parametrization and modeling of higher-order non-Gaussian time-series

2017 Signal Processing Symposium (SPSympo) ◽

10.1109/sps.2017.8053659 ◽

2017 ◽

Cited By ~ 1

Author(s):

Urszula Libal ◽

Agnieszka Wielgus ◽

Wladyslaw Magiera

Keyword(s):

Time Series ◽

Higher Order ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Estimating the memory parameter for possibly non-linear and non-Gaussian time series with wavelets

SSRN Electronic Journal ◽

10.2139/ssrn.3883314 ◽

2021 ◽

Author(s):

Chen Xu ◽

Ye Zhang

Keyword(s):

Time Series ◽

Non Linear ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series ◽

Memory Parameter

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A distribution-free method for forecasting non-gaussian time series

Stochastic Environmental Research and Risk Assessment ◽

10.1007/s00477-002-0087-3 ◽

2002 ◽

Vol 16 (2) ◽

pp. 101-111 ◽

Cited By ~ 3

Author(s):

G.-H. Yu ◽

H.-L. Chen ◽

W.-C. Wen

Keyword(s):

Time Series ◽

Distribution Free ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Detecting Conditional Independence for Modeling Non-Gaussian Time Series

Journal of the Korean Statistical Society ◽

10.1007/s42952-019-00030-y ◽

2020 ◽

Vol 49 (2) ◽

pp. 578-595

Author(s):

Sudheesh K. Kattumannil ◽

Deemat C. Mathew ◽

G. Hareesh

Keyword(s):

Time Series ◽

Conditional Independence ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Analysis of Non-Gaussian Time Series

Nonlinear Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119514312.ch5 ◽

2018 ◽

pp. 217-264

Keyword(s):

Time Series ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Spectral and bispectral methods for the analysis of nonlinear (non Gaussian) time series signals

Nonlinear Time Series and Signal Processing - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0044273 ◽

2006 ◽

pp. 18-42 ◽

Cited By ~ 2

Author(s):

T. Subba Rao

Keyword(s):

Time Series ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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