Statistical analysis of multivariate discrete-valued time series.

Konstantinos Fokianos Roland Fried Yurij S. Kharin Valeriy Voloshko

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

Keyphrases

discrete valued
statistical analysis
continuous valued
non stationary
statistical tests
sequence prediction
multivariate time series
statistical methods
change point detection
multivariate data
cooperative
regression model
artificial intelligence
decision makers
markov model