Multivariate time series models for mixed data

Publication date: 19 December 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.01067

zbMATH Keywords

time series mixed data observation-driven models

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx)

Related Items (2)

Strong mixing properties of discrete-valued time series with exogenous covariates ⋮ Multivariate time series models for mixed data

Uses Software

gcmr
MARSS

Cites Work

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