M-vine decomposition and VAR(1) models (Q2288813)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | M-vine decomposition and VAR(1) models |
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M-vine decomposition and VAR(1) models (English)
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20 January 2020
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M-vine decomposition
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high-dimensional data
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vector autoregressive modeling
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multivariate Gaussian copulas
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