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Modeling and inference for multivariate time series of counts based on the INGARCH scheme.
Sangyeol Lee
Dongwon Kim
Byungsoo Kim
Published in:
Comput. Stat. Data Anal. (2023)
Keyphrases
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multivariate time series
granger causality
temporal patterns
autoregressive
categorical data
dynamic bayesian networks
multivariate time series data
website
maximum likelihood
stochastic processes
spatial structure
phase space reconstruction