Timeseries#
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Autoregressive process with p lags. |
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Random Walk with Normal innovations. |
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GARCH(1,1) with Normal innovations. |
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Multivariate Random Walk with Normal innovations |
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Multivariate Random Walk with StudentT innovations |
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Autoregressive process with p lags. |
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Random Walk with Normal innovations. |
|
GARCH(1,1) with Normal innovations. |
|
Multivariate Random Walk with Normal innovations |
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Multivariate Random Walk with StudentT innovations |