Let Y(n)=Σ i=0 ∞ ρ (i)ε (n-i), n = 1,2,... be a moving average process of infinite order where the innovations ε (k) are in the domain of attraction of a stable law with index α ∈ (0,2) and the ...
Although generalized linear models (GLM's) are an attractive and widely used class of models, they are limited in the range of density shapes that they can provide. For instance, they are unimodal ...
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