A first-order AR model for non-Gaussian time series.
P. Srinivasa RaoDon H. JohnsonPublished in: ICASSP (1988)
Keyphrases
- autoregressive
- probabilistic model
- prior knowledge
- computational model
- higher order
- financial time series
- first order logic
- statistical model
- theoretical framework
- maximum likelihood
- non stationary
- management system
- cost function
- multiscale
- augmented reality
- similarity measure
- stock market
- neural network model
- simulation model
- formal model
- high level
- neural network