General framework and model building in the class of hidden mixture transition distribution models (Q1660196): Difference between revisions

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+A note on the mixture transition distribution and hidden Markov models
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+Standard errors of fitted component means of normal mixture
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+Statistical Inference for Probabilistic Functions of Finite State Markov Chains
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+A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
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+The double chain markov model
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+High-order extensions of the Double Chain Markov Model
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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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+The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
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+Maximum Likelihood Estimation of the Multivariate Normal Mixture Model
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+Q4862306
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+Likelihood Ratio Testing for Hidden Markov Models Under Non‐standard Conditions
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+Q4139463
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+Bootstrap methods: another look at the jackknife
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+Drift and volatility estimation in discrete time
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+Likelihood‐Ratio Tests for Hidden Markov Models
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Q4840212
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+Modelling Poisson marked point processes using bivariate mixture transition distributions
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+Modeling Marked Point Processes via Bivariate Mixture Transition Distribution Models
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+A duscrete-time model of high-frequency stock returns
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+A bootstrap procedure for panel data sets with many cross-sectional units
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+Bayes Factors
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+Bootstrap and other methods to measure errors in survey estimates
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+Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
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+Consistent estimation of a mixing distribution
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+Q3949804
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+Parameter estimation of the WMTD model
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+Q4692755
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+Finite mixture models
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+Q4280410
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+Q3723540
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+Mixture Densities, Maximum Likelihood and the EM Algorithm
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+Estimating the dimension of a model
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+Medical applications of finite mixture models
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+Hidden Markov models for alcoholism treatment trial data
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+Dealing With Label Switching in Mixture Models
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+Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
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+Mixture Gaussian Time Series Modeling of Long-Term Market Returns
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+On a Mixture Autoregressive Model
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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