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]
@article{PradoMH06,
title = {Multivariate time series modeling and classification via hierarchical VAR mixtures},
author = {Raquel Prado and Francisco Molina and Gabriel Huerta},
year = {2006},
doi = {10.1016/j.csda.2006.03.002},
url = {http://dx.doi.org/10.1016/j.csda.2006.03.002},
tags = {classification, modeling},
researchr = {https://researchr.org/publication/PradoMH06},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {51},
number = {3},
pages = {1445-1462},
}