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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
Scopus: 10.1016/j.jmva.2021.104805
metadata.dc.identifier.scopus: 85114434159
Licence: info:eu-repo/semantics/openAccess
Appears in Collections:Математическая и прикладная статистика

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