Multivariate time series models for mixed data
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Publication:2108503
DOI10.3150/22-BEJ1474MaRDI QIDQ2108503FDOQ2108503
Authors: Zinsou-Max Debaly, Lionel Truquet
Publication date: 19 December 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.01067
Applications of statistics (62Pxx) Multivariate analysis (62Hxx) Inference from stochastic processes (62Mxx)
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Cited In (9)
- Dynamic mixed models for irregularly observed time series
- Multivariate time series models for mixed data
- Strong mixing properties of discrete-valued time series with exogenous covariates
- A tv-IVAR model for multivariate irregular time series
- Multivariate time series models for mixed data
- Modelling multiple time series via common factors
- Title not available (Why is that?)
- Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model
- Softplus negative binomial network autoregression
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