Dirichlet ARMA models for compositional time series (Q2359674)

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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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