A family of multivariate non‐gaussian time series models

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Journal of Time Series Analysis 2020 / 05

A family of multivariate non‐gaussian time series models

Aktekin, Tevfik, Polson, Nicholas G., Soyer, Refik
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Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12529
Date:
May, 2020
File:
PDF, 693 KB
2020
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