Generalized binary vector autoregressive processes (Q5063327)

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scientific article; zbMATH DE number 7492797
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Generalized binary vector autoregressive processes
scientific article; zbMATH DE number 7492797

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    Generalized binary vector autoregressive processes (English)
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    17 March 2022
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    binary data
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    mixing properties
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    multi-variate time series
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    stationarity conditions
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    transition probabilities
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    Yule-Walker equations
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