Recursive online EM estimation of mixture autoregressions (Q4922636)

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scientific article; zbMATH DE number 6170050
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Recursive online EM estimation of mixture autoregressions
scientific article; zbMATH DE number 6170050

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    Recursive online EM estimation of mixture autoregressions (English)
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    3 June 2013
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    mixture autoregression
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    recursive prediction error method
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    recursive weighted least squares
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    EM algorithm
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    recursive EM algorithm
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