VULGARIZED NEIGHBOURING NETWORK OF MULTIVARIATE AUTOREGRESSIVE PROCESSES WITH GAUSSIAN AND STUDENT-T DISTRIBUTED RANDOM NOISES

VULGARIZED NEIGHBOURING NETWORK OF MULTIVARIATE AUTOREGRESSIVE PROCESSES WITH GAUSSIAN AND STUDENT-T DISTRIBUTED RANDOM NOISES

This paper introduces the vulgarized network autoregressive process with Gaussian and Student-t random noises. The processes relate the time-varying series of a given variable to the immediate past of the same phenomenon with the inclusion of its neighboring variables and networking structure. The g...

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Bibliographic Details
Main Authors: Rasaki Olawale Olanrewaju, Ravi Prakash Ranjan, Queensley C. Chukwudum, Sodiq Adejare Olanrewaju
Format: Article
Language:English
Published: UiTM Press 2023-10-01
Series:Malaysian Journal of Computing
Subjects:
gaussian generalized network autoregressive (gnar)
global-ɑ
nodes
student-t
Online Access:https://mjoc.uitm.edu.my/main/images/journal/vol8-2-2023/9_VULGARIZED_NEIGHBOURING_NETWORK_OF_MULTIVARIATE_AUTOREGRESSIVE_PROCESSES_OF_WITH_STUDENT-T_DISTRI.pdf

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