Gaussian mixture vector autoregression (Q75584): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number | |||
| 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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regime switching | |||
| Property / zbMATH Keywords: regime switching / rank | |||
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Revision as of 17:34, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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