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On Latent Variable Models for Bayesian Inference with Stable Distributions and Processes

Riabiz, MarinaUniversity of Cambridge2019

Extreme values and skewness in time-series are often observed in engineering, financial and biological applications. This thesis is a study motivated by the need of efficient and reliable Bayesian inference methods when the $\alpha$-stable model is selected to represent such data. The class of …

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