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pro vyhledávání: '"Vrotsos, Luke"'
Autor:
West, Mike, Vrotsos, Luke
Simultaneous graphical dynamic linear models (SGDLMs) provide advances in flexibility, parsimony and scalability of multivariate time series analysis, with proven utility in forecasting. Core theoretical aspects of such models are developed, includin
Externí odkaz:
http://arxiv.org/abs/2410.06125