Symmetrical and asymmetrical mixture autoregressive processes (Q783302): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: sn / rank | |||
Normal rank | |||
Revision as of 18:14, 29 February 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
