Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature (Q1658459): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature |
scientific article |
Statements
Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature (English)
0 references
14 August 2018
0 references
Markov switching vector autoregressive process
0 references
sparsity
0 references
penalized likelihood
0 references
SCAD
0 references
EM algorithm
0 references
daily temperature
0 references
stochastic weather generators
0 references
