AR processes with non-Gaussian asymmetric innovations
暂无分享,去创建一个
Pascal Bondon | Li Song | P. Bondon | Li Song
[1] T. Chonavel,et al. Statistical Signal Processing: Modelling and Estimation , 2002 .
[2] A. Alexandre Trindade,et al. Time series models with asymmetric Laplace innovations , 2010 .
[3] Jeffrey S. Racine,et al. A versatile and robust metric entropy test of time-reversibility, and other hypotheses , 2007 .
[4] Pascal Bondon,et al. Estimation of autoregressive models with epsilon-skew-normal innovations , 2009, J. Multivar. Anal..
[5] M. Rosenblatt,et al. Deconvolution and Estimation of Transfer Function Phase and Coefficients for NonGaussian Linear Processes. , 1982 .
[6] G. S. Mudholkar,et al. The epsilon-skew-normal distribution for analyzing near-normal data , 2000 .
[7] Francis Galton F.R.S.. IV. Statistics by intercomparison, with remarks on the law of frequency of error , 1875 .
[8] P. Lewis,et al. A new Laplace second-order autoregressive time-series model - NLAR(2) , 1985, IEEE Trans. Inf. Theory.
[9] S. Kay. Fundamentals of statistical signal processing: estimation theory , 1993 .
[10] Steven Kay,et al. Fundamentals Of Statistical Signal Processing , 2001 .
[11] F. Quintana,et al. Statistical inference for a general class of asymmetric distributions , 2005 .
[12] A. P. Kuttykrishnan,et al. A time-series model using asymmetric Laplace distribution , 2007 .
[13] A. El-Shaarawi,et al. ARMA Models with Double-exponentially Distributed Noise , 1989 .
[14] Richard A. Davis,et al. Introduction to time series and forecasting , 1998 .
[15] C. L. Nikias,et al. Signal processing with alpha-stable distributions and applications , 1995 .
[16] Bernard C. Picinbono. ARMA Signals With Specified Symmetric Marginal Probability Distribution , 2010, IEEE Transactions on Signal Processing.
[17] M. Tiku,et al. Time Series Models in Non‐Normal Situations: Symmetric Innovations , 2000 .
[18] Ivana Komunjer,et al. Asymmetric power distribution: Theory and applications to risk measurement , 2007 .
[19] G. C. Tiao,et al. Bayesian inference in statistical analysis , 1973 .
[20] Rob J Hyndman,et al. Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models , 2000 .
[21] M. Steel,et al. Modeling and Inference with υ-Spherical Distributions , 1995 .
[22] Josiane Zerubia,et al. SAR image filtering based on the heavy-tailed Rayleigh model , 2006, IEEE Transactions on Image Processing.
[23] A. Azzalini. A class of distributions which includes the normal ones , 1985 .
[24] Richard A. Davis,et al. Time Series: Theory and Methods , 2013 .
[25] Baltasar Beferull-Lozano,et al. Rotation-invariant texture retrieval with gaussianized steerable pyramids , 2006, IEEE Trans. Image Process..