Independent block identification in multivariate time series (2021)
- Authors:
- USP affiliated authors: LEONARDI, FLORENCIA GRACIELA - IME ; SEVERINO, MAGNO TAIRONE DE FREITAS - IME
- Unidade: IME
- DOI: 10.1111/jtsa.12553
- Assunto: ANÁLISE DE SÉRIES TEMPORAIS
- Keywords: Model selection; regularized estimator; structure estimation; dimensionality reduction
- Language: Inglês
- Imprenta:
- Source:
- Título: Journal of Time Series Analysis
- ISSN: 0143-9782
- Volume/Número/Paginação/Ano: v. 42, n. 1, p. 19-33, 2021
- Status:
- Nenhuma versão em acesso aberto identificada
-
ABNT
LEONARDI, Florencia Graciela et al. Independent block identification in multivariate time series. Journal of Time Series Analysis, v. 42, n. 1, p. 19-33, 2021Tradução . . Disponível em: https://doi.org/10.1111/jtsa.12553. Acesso em: 30 mar. 2026. -
APA
Leonardi, F. G., Lopez-Rosenfeldz, M., Rodriguez, D., Severino, M. T. de F., & Sued, M. (2021). Independent block identification in multivariate time series. Journal of Time Series Analysis, 42( 1), 19-33. doi:10.1111/jtsa.12553 -
NLM
Leonardi FG, Lopez-Rosenfeldz M, Rodriguez D, Severino MT de F, Sued M. Independent block identification in multivariate time series [Internet]. Journal of Time Series Analysis. 2021 ; 42( 1): 19-33.[citado 2026 mar. 30 ] Available from: https://doi.org/10.1111/jtsa.12553 -
Vancouver
Leonardi FG, Lopez-Rosenfeldz M, Rodriguez D, Severino MT de F, Sued M. Independent block identification in multivariate time series [Internet]. Journal of Time Series Analysis. 2021 ; 42( 1): 19-33.[citado 2026 mar. 30 ] Available from: https://doi.org/10.1111/jtsa.12553 - Model selection for Markov random fields on graphs under a mixing condition
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