On a Mixture Autoregressive Model (Q4943409)
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scientific article; zbMATH DE number 1416260
Language | Label | Description | Also known as |
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English | On a Mixture Autoregressive Model |
scientific article; zbMATH DE number 1416260 |
Statements
On a Mixture Autoregressive Model (English)
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10 August 2000
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mixture autoregressive model
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stationarity
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autocorrelation
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EM algorithm
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model selection
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