On a mixture vector autoregressive model (Q5421217): Difference between revisions

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+Existence of Finite Invariant Measures for Markov Processes
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+Mixture transition distribution (MTD) modeling of heteroscedastic time series
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+Optimization of mixture models: Comparison of different strategies
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+Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
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+Modeling nonlinear time series with local mixtures of generalized linear models
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+On a mixture vector autoregressive model
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+Q4794127
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+Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
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+THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES
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+On a Mixture Autoregressive Model
@@ Property / cites work: On a Mixture Autoregressive Model / rank @@
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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+On a logistic mixture autoregressive model
@@ Property / cites work: On a logistic mixture autoregressive model / rank @@
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