Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature (Q1658459): Difference between revisions

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Latest revision as of 01:28, 11 December 2024

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Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature
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    Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature (English)
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    14 August 2018
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    Markov switching vector autoregressive process
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    sparsity
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    penalized likelihood
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    SCAD
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    EM algorithm
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    daily temperature
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    stochastic weather generators
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