Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models (Q4366094): Difference between revisions
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Latest revision as of 19:09, 19 March 2024
scientific article; zbMATH DE number 1089398
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models |
scientific article; zbMATH DE number 1089398 |
Statements
Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models (English)
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14 December 1997
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autoregressive integrated moving average model
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EM algorithm
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mixture transition distribution
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non-Gaussian time series
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stationarity
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