2 papers
stat.ME2025
A dynamic copula model for probabilistic forecasting of non-Gaussian multivariate time series
John Zito, Daniel R. Kowal
Multivariate time series (MTS) data often include a heterogeneous mix of non-Gaussian distributional features (asymmetry, multimodality, heavy tails) and data types (continuous and…
stat.ME2024
The projected dynamic linear model for time series on the sphere
John Zito, Daniel Kowal
Time series on the unit n-sphere arise in directional statistics, compositional data analysis, and many scientific fields. There are few models for such data, and the ones that exi…