Introduces a Wasserstein-space multivariate autoregressive model for distributional time series, proving second-order stationarity via iterated random functions and providing a simplex-constrained consistent estimator that enables graph learning.
Thus, we provide the uniqueness result for the general system in Theorem 7.5
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Wasserstein multivariate auto-regressive models for modeling distributional time series
Introduces a Wasserstein-space multivariate autoregressive model for distributional time series, proving second-order stationarity via iterated random functions and providing a simplex-constrained consistent estimator that enables graph learning.