Spherical autoregressive models, with application to distributional and compositional time series
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Publication:6150520
DOI10.1016/j.jeconom.2022.12.008arXiv2203.12783MaRDI QIDQ6150520
Changbo Zhu, Hans-Georg Müller
Publication date: 6 March 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.12783
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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