Dependent and Independent Time Series
相依与独立时间序列
The time series theory is set in this work under the domain of general elliptically contoured distributions. The advent of a time series approach that is in accordance with the expected reality of dependence between errors, transfers the increasingly complex and difficult to handle correlation analysis into a discipline that models volatility from a new view of a likelihood based on dependent probabilistic samples. The equally important problem of model selection is…