Multivariate time series modeling and classification via hierarchical VAR mixtures
type: Item
instance of: scholarly article
title: Multivariate time series modeling and classification via hierarchical VAR mixtures
zbMATH Open document ID: 1157.62494
author: Raquel Prado
author: Francisco Molina
author: Gabriel Huerta
published in: Computational Statistics and Data Analysis
publication date: 2009-04-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5540502
zbMATH Keywords: hierarchical mixtures
zbMATH Keywords: multivariate non-stationary time series
zbMATH Keywords: vector autoregressions
zbMATH Keywords: BIC-based model search
zbMATH Keywords: EEG analysis
MaRDI profile type: Publication
full work available at URL: j.csda.2006.03.002
OpenAlex ID: W2110132815
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DOI: 10.1016/J.CSDA.2006.03.002
description: scientific article; zbMATH DE number 5540502