Statistical analysis of multivariate discrete-valued time series (Q2062761)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of multivariate discrete-valued time series |
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Statistical analysis of multivariate discrete-valued time series (English)
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3 January 2022
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The authors provide an overview of statistical analysis for some models for multivariate discrete-valued time series. They review observation-driven models and models based on higher-order Markov chains.
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categorical time series
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integer-valued time series
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autoregression
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