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Pooled, person-specific machine learning models for predicting future alcohol consumption, craving, wanting to drink: A demonstration of parallel utility · 2022 · Psychology of Addictive Behaviors · DOI 10.1037/adb0000666

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Analytic Standard Errors for Latent Gaussian Discrete-Valued Multivariate Time Series

stat.ME · 2026-07-02 · accept · novelty 6.0

Analytic standard errors and joint asymptotic normality are established for Yule-Walker estimators of latent Gaussian VAR parameters in copula-style discrete-valued multivariate time series.

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Analytic Standard Errors for Latent Gaussian Discrete-Valued Multivariate Time Series stat.ME · 2026-07-02 · accept · none · ref 3
Analytic standard errors and joint asymptotic normality are established for Yule-Walker estimators of latent Gaussian VAR parameters in copula-style discrete-valued multivariate time series.

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