You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Might need a bit of thought about whether there are any considerations around using a discrete time process. Although I think the GPs in general being used in a discrete sense here, the forward epi process might depend on the GP $f$ only at a discrete set of points: e.g. $\log R_{t_i}$$= f_i = f(t_i)$ for $i=1,...$ so it might not be a big deal.
As suggested by @SamuelBrand1 ARMA models have a spectral density (https://en.wikipedia.org/wiki/Autoregressive_moving-average_model) this means we should be able to implement approximate AMRA models within our GP framework.
This builds off discussions in #757.
The text was updated successfully, but these errors were encountered: