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Statistical analysis of multivariate discrete-valued time series - MaRDI portal

Statistical analysis of multivariate discrete-valued time series (Q2062761)

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scientific article; zbMATH DE number 7451336
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Statistical analysis of multivariate discrete-valued time series
scientific article; zbMATH DE number 7451336

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    Statistical analysis of multivariate discrete-valued time series (English)
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    3 January 2022
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    The authors provide an overview of statistical analysis for some models for multivariate discrete-valued time series. They review observation-driven models and models based on higher-order Markov chains.
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    categorical time series
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    integer-valued time series
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    autoregression
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