Multivariate time series modeling and classification via hierarchical VAR mixtures (Q1010492)

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scientific article; zbMATH DE number 5540502
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English
Multivariate time series modeling and classification via hierarchical VAR mixtures
scientific article; zbMATH DE number 5540502

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    Multivariate time series modeling and classification via hierarchical VAR mixtures (English)
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    6 April 2009
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    hierarchical mixtures
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    multivariate non-stationary time series
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    vector autoregressions
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    BIC-based model search
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    EEG analysis
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