On a mixture vector autoregressive model (Q5421217): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 21:44, 5 March 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
