Vulgarized neighboring network of multivariate autoregressive processes with Gaussian and Student-t distributed random noise / Rasaki Olawale Olanrewaju ... [et al.]
This paper introduces the vulgarized network autoregressive process with Gaussian and Student-t random noises. The processes relate the time-varying series of a given variable to the immediate past of the same phenomenon with the inclusion of its neighboring variables and networking structure. The g...
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Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Universiti Teknologi MARA Press (Penerbit UiTM)
2023
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Subjects: | |
Online Access: | https://ir.uitm.edu.my/id/eprint/86387/1/86387.pdf https://ir.uitm.edu.my/id/eprint/86387/ |
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