A new form of non-linear autoregressive time series is proposed to model solar radiation data, by specifying joint marginal distributions at low lags to be multivariate Gaussian mixtures. The model is ...
This paper is concerned with the problem of identifiability of the parameters of a high frequency multivariate autoregressive model from mixed frequency time series data. We demonstrate ...
Many economically important characteristics of agricultural crops are measured as ordinal traits. Statistical analysis of the genetic basis of ordinal traits appears to be quite different from regular ...