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Showing 1 to 1 of 1 for “"HMM-VAR"”.
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Off- and online detection of dynamical phases in time series
… of dynamical phases, vector autoregressive (VAR) processes provide a convincing model for the flexibility within a dynamical phase. They arise naturally from the discretisation of stochastic differential equations, allow to include non-Markovian effects and can be used to unify several hidden …