Recursive online EM estimation of mixture autoregressions (Q4922636)
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scientific article; zbMATH DE number 6170050
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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