Modeling compositional time series with vector autoregressive models
Petra Kynčlová, Peter Filzmoser and Karel Hron
| Year of publication: |
2015
|
|---|---|
| Authors: | Kynčlová, Petra ; Filzmoser, Peter ; Hron, Karel |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 4, p. 303-314
|
| Subject: | VAR model | compositional data | isometric log-ratio transformation | Granger causality | VAR-Modell | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Modellierung | Scientific modelling | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011305170