Margin‐closed vector autoregressive time series models (Q6194055)
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scientific article; zbMATH DE number 7804901
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Margin‐closed vector autoregressive time series models |
scientific article; zbMATH DE number 7804901 |
Statements
Margin‐closed vector autoregressive time series models (English)
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14 February 2024
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closure under margins
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VAR models
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multi-variate time series
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Gaussian copulas
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conditional independence
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