This paper gives a general formulation of a non-Gaussian conditional linear AR(1) model subsuming most of the non-Gaussian AR(1) models that have appeared in the literature. It derives some general results givin
conditional frequency Conditional Gaussian Approximation Conditional Generative Adversarial Network ▼ Complete English Grammar Rules is now available in paperback and eBook formats. Make it yours today! Advertisement. Bad banner? Pleaselet us knowRemove Ads...
Create a GARCH(3,2) model. Mdl = garch(3,2) Mdl = garch with properties: Description: "GARCH(3,2) Conditional Variance Model (Gaussian Distribution)" SeriesName: "Y" Distribution: Name = "Gaussian" P: 3 Q: 2 Constant: NaN GARCH: {NaN NaN NaN} at lags [1 2 3] ARCH: {NaN Na...
The propertyDistributionin a model stores the distribution name (and degrees of freedom for thetdistribution). The data type ofDistributionis astructarray. For a Gaussian innovation distribution, the data structure has only one field:Name. For a Student'stdistribution, the data structure must have...
The applicability of the proposed approach is demonstrated using a linear Gaussian model and a non-linear methane-air reduced kinetics model. It is shown that by examining the information gained for each model parameter along with its dependencies with other parameters, a subset of parameters that ...
Our proposed workflow applied to GANs trained on a variety of images from sequential Gaussian simulations demonstrates that while data distribution and spatial continuity are consistently well reproduced, local data conditioning faces several challenges. These include increasing prediction error and the need...
Mdl = arima with properties: Description: "ARIMA(2,0,0) Model (Gaussian Distribution)" SeriesName: "Y" Distribution: Name = "Gaussian" P: 2 D: 0 Q: 0 Constant: 0.002 AR: {0.5 -0.8} at lags [1 2] SAR: {} MA: {} SMA: {} Seasonality: 0 Beta: [1×0] Variance: 0.8 ...
“crisis” period our model produces both a significant smile and a persistent term structure effect in the implied volatility surface. When using a variance dependent pricing kernel, the differences between prices and Greeks from our model and those obtained with the restricted Gaussian model of ...
MCGSM (mixture of conditional Gaussian scale mixtures; Theis et al., 2012) MCBM (mixture of conditional Boltzmann machines) FVBN (fully-visible belief network; Neal, 1992) GLM (generalized linear model; Nelder & Wedderburn, 1972) MLR (multinomial logistic regression) ...
Censored linear regression CensoredLinearModel, CompactCensoredLinearModel Ensemble of regression models RegressionEnsemble, RegressionBaggedEnsemble, CompactRegressionEnsemble Generalized additive model (GAM) RegressionGAM, CompactRegressionGAM Gaussian process regression RegressionGP, CompactRegressionGP Gaussian kernel...