Forecasting multidimensional autoregressive time series model with symmetric \(\alpha\)-stable noise using artificial neural networks

DOI10.1007/s10260-024-00758-wMaRDI QIDQ6596725

Agnieszka Wyłomańska, Aastha M. Sathe, N. S. Upadhye

Publication date: 2 September 2024

Published in: Statistical Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

artificial neural networksforecastingvector autoregressive modelsymmetric \(\alpha\)-stable

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Introduction to Time Series and Forecasting
• Estimation of the parameters of multivariate stable distributions
• Théorie des erreurs. La loi de Gauß\ et les lois exceptionnelles.
• Forecasting of symmetric \(\alpha\)-stable autoregressive models by time series approach supported by artificial neural networks

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