Non-Gaussian autoregressive processes with Tukey g-and-h transformations

Mathematics

• Gaussian Distribution 100%
• Autoregressive Model 100%
• Time Series Data 33%
• Simulation Study 33%
• Time Series Model 33%
• Wind Speed 33%
• Parameter Estimation 33%
• Continuous Data 33%

Keyphrases

• Gaussian Autoregressive Processes 100%
• Heavy-tailed Time Series 50%