Non-Gaussian autoregressive processes with Tukey \(g\)-and-\(h\) transformations (Q6626039)

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scientific article; zbMATH DE number 7933225
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Non-Gaussian autoregressive processes with Tukey \(g\)-and-\(h\) transformations
scientific article; zbMATH DE number 7933225

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    Non-Gaussian autoregressive processes with Tukey \(g\)-and-\(h\) transformations (English)
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    28 October 2024
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    autoregressive
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    heavy tails
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    non-Gaussian
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    skewness
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    time series
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    Tukey \(g\)-and-\(h\) transformation
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