Combining a regression model with a multivariate Markov chain in a forecasting problem
Year of publication: |
2014
|
---|---|
Authors: | Damásio, Bruno ; Nicolau, João |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 90.2014, C, p. 108-113
|
Publisher: |
Elsevier |
Subject: | Multivariate Markov chain | Higher-order Markov chain | Forecasting |
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