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Testing for the Markov property in time series via deep conditional generative learning
The Markov property is widely imposed in analysis of time series data. Correspondingly, testing the Markov property, and relatedly, inferring the order of a Markov model, are of paramount importance. In this article, we propose a nonparametric test for the Markov property in high-dimensional time se...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Oxford University Press
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10541293/ https://www.ncbi.nlm.nih.gov/pubmed/37780936 http://dx.doi.org/10.1093/jrsssb/qkad064 |