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Modeling non-Gaussian time-varying vector autoregressive process

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NASA Open Data Portal2025-06-14 收录
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https://data.nasa.gov/dataset/modeling-non-gaussian-time-varying-vector-autoregressive-process
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We present a novel and general methodology for modeling time-varying vector autoregressive processes which are widely used in many areas such as modeling of chemical processes,...

本文提出一种用于建模时变向量自回归过程(time-varying Vector Autoregressive Processes)的新颖通用方法,这类过程广泛应用于包括化工过程建模在内的诸多领域……
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