Moments of Mixture Periodic Autoregressive Models (Q2892598): Difference between revisions
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| Property / cites work: Model-building problem of periodically correlated \(m\)-variate moving average processes / rank | |||
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| Property / cites work: ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS / rank | |||
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| Property / cites work: Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models / rank | |||
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| Property / cites work: Mixture periodic autoregressive time series models / rank | |||
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| Property / cites work: On a Mixture Autoregressive Model / rank | |||
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| Property / cites work: On a Mixture Autoregressive Conditional Heteroscedastic Model / rank | |||
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| Property / cites work: On a Mixture GARCH Time-Series Model / rank | |||
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Latest revision as of 09:24, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of Mixture Periodic Autoregressive Models |
scientific article |
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Moments of Mixture Periodic Autoregressive Models (English)
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19 June 2012
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expectation-maximization algorithm
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mixture periodic autoregressive models
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periodically correlated processes
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