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Multivariate Continuous-Time Autoregressive Moving Average Processes for Astronomical Multiband Time Series

Schmidlkofer, Izak et al.
arXiv (All) · Papers
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Large-scale astronomical surveys provide unprecedented volumes of multivariate time-series observations obtained through multiple optical filters. We develop a structured multivariate continuous-time autoregressive moving average (MCARMA) framework for multi-band time series with irregular sampling,
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