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Marie-Christine Düker1, David S Matteson2, Ruey S Tsay3

  • 1Department of Statistics and Data Science Friedrich-Alexander Universität Erlangen-Nürnberg Erlangen Germany.

Wiley interdisciplinary reviews. Computational statistics
|January 16, 2025
PubMed
概括

矢量自回归移动平均 (VARMA) 模型为多个时间序列动态提供了先进的见解. 本综述探讨了VARMA模型,强调它们与矢量自回归 (VAR) 模型相比的优势,以改进分析和预测.

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