felipeelorrieta/CIAR_Model felipeelorrieta/CIAR_Model

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felipeelorrieta/CIAR_Model
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Repository Details

This folder contains Python functions to fit unequally spaced time series from the Complex Irregular Autoregressive Model (CIAR model). From the functions of this folder we can generate observations for each process, compute the negative of the log likelihood of these process, fit each model to irregularly sampled data, and test the significance of the estimated parameters.

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