On a Mixture Autoregressive Model (Q4943409)

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scientific article; zbMATH DE number 1416260
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On a Mixture Autoregressive Model
scientific article; zbMATH DE number 1416260

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    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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