Recursive online EM estimation of mixture autoregressions

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Publication:4922636

DOI10.1080/00949655.2011.613074zbMath1349.62389OpenAlexW2039693830MaRDI QIDQ4922636

Abdelhakim Aknouche

Publication date: 3 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.613074




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