Vulgarized neighboring network of multivariate autoregressive processes with Gaussian and Student-t distributed random noise / Rasaki Olawale Olanrewaju ... [et al.]

• Main Authors: Olawale Olanrewaju, Rasaki (Author), Ranjan, Ravi Prakash (Author), C. Chukwudum, Queensley (Author), Olanrewaju, Sodiq Adejare (Author)
• Format: Book
• Published: Universiti Teknologi MARA Press (Penerbit UiTM), 2023-10.
• Subjects: Article; PeerReviewed
• Online Access: Link Metadata

This paper introduces the vulgarized network autoregressive process with Gaussian and Student-t random noises. The processes relate the time-varying series of a given variable to the immediate past of the same phenomenon with the inclusion of its neighboring variables and networking structure. The g...