[Back]

@article{TUW-239808,
    author = {Kyn{\&}{\#}269;lov{\'a}, Petra and Filzmoser, Peter and Hron, Karel},
    title = {Modeling Compositional Time Series with Vector Autoregressive Models},
    journal = {Journal of Forecasting},
    year = {2015},
    volume = {Volume 34},
    number = {Issue 4 / July},
    pages = {303--314},
    doi = {10.1002/for.2336},
    keywords = {VAR model; compositional data; isometric log-ratio transformation; Granger causality}
}