Login / Signup
Simulation of multivariate non-gaussian autoregressive time series with given autocovariance and marginals.
Dimitris Kugiumtzis
Efthimia Bora-Senta
Published in:
Simul. Model. Pract. Theory (2014)
Keyphrases
</>
autoregressive
multivariate time series
non stationary
moving average
gaussian markov random field
random fields
autoregressive model
spectrum analysis
random field models
graphical models
sar images
autoregressive moving average
arma model
artificial neural networks