New preprint!
I’m excited to share our recent work on discrete-valued time series, where we derive analytic standard errors for a flexible modeling framework.
Preprint link and more details below 👇
arxiv.org/abs/2607.02732
arxiv.org
Analytic Standard Errors for Latent Gaussian Discrete-Valued Multivariate Time Series
Unlike their continuous-valued counterparts, there are no universally preferred methodologies for modeling discrete-valued time series. This is especially problematic in fields such as psychology and ...