On a mixture vector autoregressive model (Q5421217): Difference between revisions
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Revision as of 21:44, 5 March 2024
scientific article; zbMATH DE number 5202813
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English | On a mixture vector autoregressive model |
scientific article; zbMATH DE number 5202813 |
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On a mixture vector autoregressive model (English)
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22 October 2007
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diagnostic checking
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EM algorithm
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multivariate time series
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stationarity
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