Bayes and empirical Bayes estimation for the panel threshold autoregressive model and non-Gaussian time series

2005 ◽  
Author(s):  
Ka-yee Liu
Keyword(s):  
Time Series ◽  
Autoregressive Model ◽  
Empirical Bayes ◽  
Bayes Estimation ◽  
Empirical Bayes Estimation ◽  
Threshold Autoregressive ◽  
Threshold Autoregressive Model ◽  
Non Gaussian ◽  
Gaussian Time ◽  
Gaussian Time Series

Detecting Conditional Independence for Modeling Non-Gaussian Time Series

2020 ◽  
Vol 49 (2) ◽  
pp. 578-595
Author(s):  
Sudheesh K. Kattumannil ◽  
Deemat C. Mathew ◽  
G. Hareesh
Keyword(s):  
Time Series ◽  
Conditional Independence ◽  
Non Gaussian ◽  
Gaussian Time ◽  
Gaussian Time Series
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