Symmetrical and asymmetrical mixture autoregressive processes (Q783302): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:04, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetrical and asymmetrical mixture autoregressive processes |
scientific article |
Statements
Symmetrical and asymmetrical mixture autoregressive processes (English)
0 references
12 August 2020
0 references
nonlinear time series
0 references
finite mixtures of autoregressive models
0 references
scale mixtures of skew-normal distributions
0 references
ECME-algorithm (expectation/conditional maximisation either)
0 references
