Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature

From MaRDI portal
Publication:1658459

DOI10.1016/j.csda.2016.10.023zbMath1466.62165OpenAlexW2229555156MaRDI QIDQ1658459

Pierre Ailliot, Valérie Monbet

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.10.023




Related Items (7)


Uses Software


Cites Work


This page was built for publication: Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature