Wasserstein autoregressive models for density time series (Q5030950)

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scientific article; zbMATH DE number 7476226
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Wasserstein autoregressive models for density time series
scientific article; zbMATH DE number 7476226

    Statements

    Wasserstein autoregressive models for density time series (English)
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    18 February 2022
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    random densities
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    Wasserstein metric
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    time series
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    distributional forecasting
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