A mixture integer-valued ARCH model (Q963895): Difference between revisions

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-De-Hui Wang
@@ Property / author: De-Hui Wang / rank @@
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+De-Hui Wang
@@ Property / author: De-Hui Wang / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.jspi.2010.01.037
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+W1985284584
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+Q3696308
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+Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
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+Model Selection and Multimodel Inference
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+Integer-Valued GARCH Process
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+On a mixture vector autoregressive model
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+Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
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+Extending the Akaike Information Criterion to Mixture Regression Models
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+Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations
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+Publication:963895