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Fix Time Series Data Generator: Add initial values drawn from distribution

Open this-is-sofia opened this issue 2 years ago • 1 comments

Use analytic results for mean and variance (such that the process stays stationary) and normal distribution

this-is-sofia avatar Dec 25 '23 11:12 this-is-sofia

Done for VAR(1) processes, to be implemented for VAR(p) processes

this-is-sofia avatar Apr 07 '24 19:04 this-is-sofia