Modeling Compositional Time Series with Vector Autoregressive Models (Q5369573)
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scientific article; zbMATH DE number 6792451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling Compositional Time Series with Vector Autoregressive Models |
scientific article; zbMATH DE number 6792451 |
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Modeling Compositional Time Series with Vector Autoregressive Models (English)
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18 October 2017
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VAR model
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compositional data
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isometric log-ratio transformation
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Granger causality
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Euclidean geometry
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Aitchison geometry
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