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Synthetic multivariate data

Synthetic multivariate data generated using the Vector Autoregressive (VAR) process

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Cite this as

Chao Liu, Sambuddha Ghosal, Zhanhong Jiang, Soumik Sarkar (2024). Dataset: Synthetic multivariate data. https://doi.org/10.57702/eugrv2ex

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Additional Info

Field Value
Created December 2, 2024
Last update December 2, 2024
Defined In https://doi.org/10.48550/arXiv.1512.07876
Author Chao Liu
More Authors
Sambuddha Ghosal
Zhanhong Jiang
Soumik Sarkar