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Modeling Non-Gaussian Time Series with Nonparametric Bayesian Models
Found in: IEEE Transactions on Pattern Analysis and Machine Intelligence
By Zhiguang Xu,Steven MacEachern,Xinyi Xu
Issue Date:November 2013
pp. 1
We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically mo...
 
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