Multivariate time series modeling and classification via hierarchical VAR mixtures (Q1010492)
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scientific article; zbMATH DE number 5540502
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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