Generalized binary vector autoregressive processes


Jentsch, Carsten ; Reichmann, Lena


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DOI: https://doi.org/10.1111/jtsa.12614
URL: https://onlinelibrary.wiley.com/doi/10.1111/jtsa.1...
URN: urn:nbn:de:bsz:180-madoc-637884
Document Type: Article
Year of publication: 2022
The title of a journal, publication series: Journal of Time Series Analysis
Volume: 43
Issue number: 2
Page range: 285-311
Place of publication: Oxford
Publishing house: Wiley Blackwell
ISSN: 0143-9782 , 1467-9892
Publication language: English
Institution: School of Business Informatics and Mathematics > Sonstige - Fakultät für Wirtschaftsinformatik und Wirtschaftsmathematik
Pre-existing license: Creative Commons Attribution 4.0 International (CC BY 4.0)
Subject: 510 Mathematics




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