Autoregressive models with mixture of scale mixtures of Gaussian innovations (Q724914): Difference between revisions

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+A new look at the statistical model identification
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+ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS
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+On ar(1) processes with exponential white noise
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+Q4768455
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+Estimating parameters in autoregressive models in non-normal situations: symmetric innovations
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+Estimation of autoregressive models with epsilon-skew-normal innovations
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+Integrated squared error estimation of normal mixtures
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+Editorial: Advances in mixture models
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+Editorial: The 2nd special issue on advances in mixture models
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+Time series: theory and methods.
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+Modelling nonlinear count time series with local mixtures of Poisson autoregressions
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+Robust Autoregression: Student-t Innovations Using Variational Bayes
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+Q4139463
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+New autoregressive (AR) order selection criteria based on the prediction error estimation
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+ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
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+The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
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+Q4844339
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+Maximum likelihood estimation via the ECM algorithm: A general framework
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+Q4523870
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+Variational Bayes for generalized autoregressive models
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+Estimating the dimension of a model
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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