"Autoregressive processes with generalized hyperbolic innovations."

Safdar Ghasami, Zahra Khodadadi, Mohsen Maleki (2020)

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DOI: 10.1080/03610918.2018.1535066

access: closed

type: Journal Article

metadata version: 2025-01-19

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Safdar Ghasami, Zahra Khodadadi, Mohsen Maleki:
Autoregressive processes with generalized hyperbolic innovations. Commun. Stat. Simul. Comput. 49(12): 3080-3092 (2020)

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