Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/289850
Title: | Statistical analysis of multivariate discrete-valued time series |
Authors: | Fokianos, Konstantinos Roland, Fried Kharin, Yuriy Voloshko, Valeriy |
Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::МЕЖОТРАСЛЕВЫЕ ПРОБЛЕМЫ::Статистика |
Issue Date: | 2022 |
Publisher: | Academic Press Inc. |
Citation: | J Multivariate Anal 2022;188. |
Abstract: | This work gives an overview of statistical analysis for some models for multivariate discrete-valued (MDV) time series. We present observation-driven models and models based on higher-order Markov chains. Several extensions are highlighted including non-stationarity, network autoregressions, conditional non-linear autoregressive models, robust estimation, random fields and spatio-temporal models. |
URI: | https://elib.bsu.by/handle/123456789/289850 |
DOI: | 10.1016/j.jmva.2021.104805 |
Scopus: | 85114434159 |
Licence: | info:eu-repo/semantics/openAccess |
Appears in Collections: | Математическая и прикладная статистика |
Files in This Item:
File | Description | Size | Format | |
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1-s2.0-S0047259X2100083X-main.pdf | 602,54 kB | Adobe PDF | View/Open |
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