Gaussian mixture vector autoregression (Q75584): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2016.02.012
@@ Property / DOI: 10.1016/j.jeconom.2016.02.012 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / zbMATH DE Number @@
+6578669
@@ Property / zbMATH DE Number: 6578669 / rank @@
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@@ Property / zbMATH Keywords @@
+mixture models
@@ Property / zbMATH Keywords: mixture models / rank @@
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@@ Property / zbMATH Keywords @@
+nonlinear vector autoregressive models
@@ Property / zbMATH Keywords: nonlinear vector autoregressive models / rank @@
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@@ Property / zbMATH Keywords @@
+regime switching
@@ Property / zbMATH Keywords: regime switching / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2268845771
@@ Property / OpenAlex ID: W2268845771 / rank @@
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@@ Property / cites work @@
+Q4420195
@@ Property / cites work: Q4420195 / rank @@
+Normal rank
@@ Property / cites work @@
+The Lindeberg-Levy Theorem for Martingales
@@ Property / cites work: The Lindeberg-Levy Theorem for Martingales / rank @@
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@@ Property / cites work @@
+Optimal Test for Markov Switching Parameters
@@ Property / cites work: Optimal Test for Markov Switching Parameters / rank @@
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@@ Property / cites work @@
+Testing for Regime Switching
@@ Property / cites work: Testing for Regime Switching / rank @@
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@@ Property / cites work @@
+Multivariate contemporaneous-threshold autoregressive models
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@@ Property / cites work @@
+Contemporaneous threshold autoregressive models: estimation, testing and forecasting
+Normal rank
@@ Property / cites work @@
+On a mixture vector autoregressive model
@@ Property / cites work: On a mixture vector autoregressive model / rank @@
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@@ Property / cites work @@
+Misspecification tests based on quantile residuals
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@@ Property / cites work @@
+A Gaussian Mixture Autoregressive Model for Univariate Time Series
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@@ Property / cites work @@
+Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
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@@ Property / cites work @@
+Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
+Normal rank
@@ Property / cites work @@
+Q5312885
@@ Property / cites work: Q5312885 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov Chains and Stochastic Stability
@@ Property / cites work: Markov Chains and Stochastic Stability / rank @@
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@@ Property / cites work @@
+Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
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+Relations between Weak and Uniform Convergence of Measures with Applications
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@@ Property / cites work @@
+Elements of multivariate time series analysis.
@@ Property / cites work: Elements of multivariate time series analysis. / rank @@
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@@ Property / cites work @@
+Methods for inference in large multiple-equation Markov-switching models
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+Modelling Nonlinear Economic Time Series
@@ Property / cites work: Modelling Nonlinear Economic Time Series / rank @@
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@@ Property / cites work @@
+Markov chains for exploring posterior distributions. (With discussion)
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+Regression density estimation using smooth adaptive Gaussian mixtures
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@@ Property / cites work @@
+On a Mixture Autoregressive Model
@@ Property / cites work: On a Mixture Autoregressive Model / rank @@
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@@ Property / cites work @@
+On a Mixture Autoregressive Conditional Heteroscedastic Model
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@@ Property / cites work @@
+On a logistic mixture autoregressive model
@@ Property / cites work: On a logistic mixture autoregressive model / rank @@
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@@ Property / cites work @@
+On the Identifiability of Finite Mixtures
@@ Property / cites work: On the Identifiability of Finite Mixtures / rank @@
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@@ Property / DOI @@
+.1016/J.JECONOM.2016.02.012
@@ Property / DOI: 10.1016/J.JECONOM.2016.02.012 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:75584