Testing for the Markov property in time series via deep conditional generative learning.

Zhou, Yunzhe; Shi, Chengchun; Li, Lexin; Yao, Qiwei

Zhou, Yunzhe; Shi, Chengchun; Li, Lexin; Yao, Qiwei.

Afiliación

Zhou Y; Division of Biostatistics, University of California at Berkeley, Berkeley, CA, USA.
Shi C; London School of Economics and Political Science, London, UK.
Li L; Division of Biostatistics, University of California at Berkeley, Berkeley, CA, USA.
Yao Q; London School of Economics and Political Science, London, UK.

J R Stat Soc Series B Stat Methodol ; 85(4): 1204-1222, 2023 Sep.

Article en En | MEDLINE | ID: mdl-37780936

Palabras clave

Markov property; deep conditional generative learning; high-dimensional time series; hypothesis testing; mixture density network

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Texto completo: 1 Colección: 01-internacional Base de datos: MEDLINE Tipo de estudio: Health_economic_evaluation Idioma: En Revista: J R Stat Soc Series B Stat Methodol Año: 2023 Tipo del documento: Article País de afiliación: Estados Unidos Pais de publicación: Reino Unido

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