Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions
Z Men, TS Wirjanto, AW Kolkiewicz - Communications in Statistics …, 2016 - Taylor & Francis
… This article focuses on simulation-based inference for the time-deformation models directed by a duration process. In order to better capture the heavy tail property of the time series of …
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… This article focuses on simulation-based inference for the time-deformation models directed by a duration process. In order to better capture the heavy tail property of the time series of …