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Spliced Binned-Pareto Distribution for Robust Modeling of Heavy-tailed Time Series.
Elena Ehrlich
Laurent Callot
François-Xavier Aubet
Published in:
CoRR (2021)
Keyphrases
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heavy tailed
heavy tails
generalized gaussian
prior distribution
degree distribution
garch model
image processing
probability distribution
kullback leibler divergence
multivariate time series