Recursive online EM estimation of mixture autoregressions (Q4922636): Difference between revisions

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Revision as of 18:40, 19 March 2024

scientific article; zbMATH DE number 6170050
Language Label Description Also known as
English
Recursive online EM estimation of mixture autoregressions
scientific article; zbMATH DE number 6170050

    Statements

    Recursive online EM estimation of mixture autoregressions (English)
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    3 June 2013
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    mixture autoregression
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    recursive prediction error method
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    recursive weighted least squares
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    EM algorithm
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    recursive EM algorithm
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    Identifiers