Multivariate time series modeling and classification via hierarchical VAR mixtures
| Year of publication: |
2006
|
|---|---|
| Authors: | Prado, Raquel ; Molina, Francisco ; Huerta, Gabriel |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2006, 3, p. 1445-1462
|
| Publisher: |
Elsevier |