A new form of non-linear autoregressive time series is proposed to model solar radiation data, by specifying joint marginal distributions at low lags to be multivariate Gaussian mixtures. The model is ...
The Annals of Probability, Vol. 41, No. 2 (March 2013), pp. 1088-1114 (27 pages) The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian ...
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