On a mixture vector autoregressive model (Q5421217): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 03:23, 9 February 2024
scientific article; zbMATH DE number 5202813
Language | Label | Description | Also known as |
---|---|---|---|
English | On a mixture vector autoregressive model |
scientific article; zbMATH DE number 5202813 |
Statements
On a mixture vector autoregressive model (English)
0 references
22 October 2007
0 references
diagnostic checking
0 references
EM algorithm
0 references
multivariate time series
0 references
stationarity
0 references