Non-homogeneous hidden Markov-switching models for wind time series
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Publication:2344386
DOI10.1016/j.jspi.2014.12.005zbMath1311.62189OpenAlexW2137420851MaRDI QIDQ2344386
Valérie Monbet, Françoise Pène, Pierre Ailliot, Julie Bessac
Publication date: 15 May 2015
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2014.12.005
consistencywind time serieslinear-circular time seriesMarkov-switching autoregressive processnon-homogeneous hidden Markov process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Markov processes: hypothesis testing (62M02)
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Uses Software
Cites Work
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