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Feb 19, 2019 at 20:12 comment added ArtificiallyIntelligent After half a year... Here is the arXiv! arxiv.org/abs/1902.05198
Sep 25, 2018 at 21:06 comment added ArtificiallyIntelligent yes, it is! I am now writing a paper, and I considered many cases, including the one you mentioned as a special case. But since I am not very knowledgable in the time series modeling field, I hope to see if anyone has done this. I google a lot and cannot find anything.
Sep 25, 2018 at 18:26 history answered Firebug CC BY-SA 4.0