Gaussian mixture vector autoregression (Q75584): Difference between revisions
From MaRDI portal
Latest revision as of 11:16, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Gaussian mixture vector autoregression |
scientific article |
Statements
192
0 references
2
0 references
485-498
0 references
June 2016
0 references
10 May 2016
0 references
Gaussian mixture vector autoregression (English)
0 references
mixture models
0 references
nonlinear vector autoregressive models
0 references
regime switching
0 references
0 references
0 references