Tests of serial dependence for multivariate time series with arbitrary distributions.

Bouchra R. Nasri

Published in: J. Multivar. Anal. (2022)

Keyphrases

multivariate time series
multivariate time series data
temporal data
dimension reduction
categorical data
probability distribution
temporal patterns
phase space reconstruction
autoregressive
spatial structure
machine learning
random variables
preprocessing
data mining
temporal information
temporal reasoning