Multivariate Time Series Analysis: With R and Financial Applications

By Ruey S. Tsay. 2013

348 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Roland Vollgraf
2. Kashif Rasul
3. Calvin Seward
4. Ingmar Schuster
5. Fei Ye
6. Yang Song
7. Alexander Rainer Tassilo Gepperth
8. Adrian G. Bors

Citations in the corpus

• Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting (2021, background): “Ideally, deep learning models need to incorporate this inductive bias in the form of multivariate (Tsay, 2014) probabilistic methods to provide accurate forecasts.”