A family of multivariate non-gaussian time series models

Academic Article

Authors

  • Aktekin, Tevfik
  • Polson, Nicholas G
  • Soyer, Refik

    • Status

    Publication Date

  • September 2020

    • Has Subject Area

    Published In

    Keywords

  • State space
  • dynamic time series
  • non-Gaussian
  • particle learning
  • stochastic volatility

    • Digital Object Identifier (doi)

    Start Page

  • 691

    • End Page

  • 721

    • Volume

  • 41

    • Issue

  • 5