Mixture models for time series
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Publication:4833723
DOI10.2307/3214925zbMath0817.62076MaRDI QIDQ4833723
Publication date: 23 May 1995
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214925
moments; duality; autocovariance function; time reversal; conditional distributions; stochastic matrix; stationary distributions; mixture models; nonlinear time series model; ARMA covariances; self-dual time series; zero-order threshold autoregressive models
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
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