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Modeling, simulation and inference for multivariate time series of counts using trawl processes.
Almut E. D. Veraart
Published in:
J. Multivar. Anal. (2019)
Keyphrases
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multivariate time series
dynamic bayesian networks
temporal patterns
granger causality
phase space reconstruction
image sequences
data structure
data streams
least squares
temporal data
categorical data
multivariate time series data