Statistical analysis of multivariate discrete-valued time series
Konstantinos Fokianos, Roland Fried, Yu. S. Kharin, Valeriy A. Voloshko
Topics & Concepts
Autoregressive modelMathematicsMarkov chainSeries (stratigraphy)Multivariate statisticsTime seriesEconometricsDiscrete time and continuous timeStatisticsApplied mathematicsAutoregressive integrated moving averageVariable-order Markov modelMarkov modelBiologyPaleontologyStatistical Methods and InferenceFinancial Risk and Volatility ModelingFault Detection and Control Systems