On an independent and identically distributed mixture bilinear time-series model (Q3077682)
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English | On an independent and identically distributed mixture bilinear time-series model |
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On an independent and identically distributed mixture bilinear time-series model (English)
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22 February 2011
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mixture bilinear model
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mixture autoregression
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EM algorithm
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second-order stationarity
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geometric ergodicity
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