The Convex Mixture Distribution: Granger Causality for Categorical Time Series
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Publication:4999347
DOI10.1137/20M133097XzbMath1468.62310OpenAlexW3125840893MaRDI QIDQ4999347
Xiudi Li, Emily B. Fox, Alex Tank, Ali Shojaie
Publication date: 6 July 2021
Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m133097x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
Related Items (4)
Penalized estimation of threshold auto-regressive models with many components and thresholds ⋮ Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models ⋮ Unnamed Item ⋮ Structured priors for sparse probability vectors with application to model selection in Markov chains
Uses Software
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