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Latest revision as of 11:16, 9 December 2024

scientific article
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English
Gaussian mixture vector autoregression
scientific article

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    192
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    2
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    485-498
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    June 2016
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    10 May 2016
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    Gaussian mixture vector autoregression (English)
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    mixture models
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    nonlinear vector autoregressive models
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    regime switching
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