Multivariate time series modeling and classification via hierarchical VAR mixtures

Raquel Prado, Francisco Molina, Gabriel Huerta. Multivariate time series modeling and classification via hierarchical VAR mixtures. Computational Statistics & Data Analysis, 51(3):1445-1462, 2006. [doi]

Authors

Raquel Prado

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Francisco Molina

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Gabriel Huerta

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