Statistical analysis of multivariate discrete-valued time series

DOI10.1016/j.jmva.2021.104805zbMath1482.62090OpenAlexW3193431716MaRDI QIDQ2062761

Konstantinos Fokianos, Roland Fried, Valeriy A. Voloshko, Yuriy S. Kharin

Publication date: 3 January 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104805

zbMATH Keywords

autoregressioninteger-valued time seriescategorical time series

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

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Uses Software

• Fahrmeir

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