The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
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Publication:1872612
DOI10.1214/ss/1042727943zbMath1013.62088MaRDI QIDQ1872612
Adrian E. Raftery, André Berchtold
Publication date: 3 July 2003
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/ss/1042727943
Markov chains; EM algorithm; spatial statistics; time series; DNA; financial time series; social behavior; wind; MTD model; mixture transition distribution model; high-order dependences
62M30: Inference from spatial processes
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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