research
∙
06/30/2023
A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference
A new multivariate integer-valued Generalized AutoRegressive Conditional...
share
research
∙
01/09/2023
Frequency Band Analysis of Nonstationary Multivariate Time Series
Information from frequency bands in biomedical time series provides usef...
research
∙
05/27/2021
Student-t Stochastic Volatility Model With Composite Likelihood EM-Algorithm
A new robust stochastic volatility (SV) model having Student-t marginals...
research
∙
05/24/2021
Change Point Detection in Nonstationary Sub-Hourly Wind Time Series
In this paper, we present a change point detection method for detecting ...
research
∙
10/09/2020
