Hidden Markov Mixture Autoregressive Models: Stability and Moments (Q4921660): Difference between revisions

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+A note on the mixture transition distribution and hidden Markov models
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+Mixture transition distribution (MTD) modeling of heteroscedastic time series
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+The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
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+Q5483032
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Nonlinear time series. Nonparametric and parametric methods
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+Analysis of time series subject to changes in regime
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+Stochastic Neural Networks With Applications to Nonlinear Time Series
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+Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
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+STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS
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+Moments of Markov switching models
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+On a Mixture Autoregressive Model
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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+On stability of nonlinear AR processes with Markov switching
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