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Published in 2017 at "Statistics and Computing"
DOI: 10.1007/s11222-016-9702-x
Abstract: Stationary time series models built from parametric distributions are, in general, limited in scope due to the assumptions imposed on the residual distribution and autoregression relationship. We present a modeling approach for univariate time series…
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Keywords:
bayesian nonparametric;
time series;
time;
model ... See more keywords