Dirichlet ARMA models for compositional time series (Q2359674)
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English | Dirichlet ARMA models for compositional time series |
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Dirichlet ARMA models for compositional time series (English)
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22 June 2017
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compositional data
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Dirichlet distribution
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Gaussian pseudo-likelihood
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multivariate time series
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UK gross final expenditure series
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vector ARMA model
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