Pages that link to "Item:Q4366094"
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The following pages link to Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models (Q4366094):
Displayed 24 items.
- Parameter estimation of the WMTD model (Q603174) (← links)
- On first and second order stationarity of random coefficient models (Q616276) (← links)
- A Monte Carlo Markov chain algorithm for a class of mixture time series models (Q692950) (← links)
- Heteroscedastic mixture transition distribution (HMTD) model (Q949353) (← links)
- Mixture transition distribution (MTD) modeling of heteroscedastic time series (Q951799) (← links)
- A mixture integer-valued ARCH model (Q963895) (← links)
- The Kullback information criterion for mixture regression models (Q968467) (← links)
- Stationary mixture transition distribution (MTD) models via predictive distributions (Q997299) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- Mixture periodic autoregressive conditional heteroskedastic models (Q1023922) (← links)
- Bayesian mixture of autoregressive models (Q1023925) (← links)
- Verifying irreducibility and continuity of a nonlinear time series (Q1305269) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- Optimization of mixture models: Comparison of different strategies (Q1775968) (← links)
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series (Q1872612) (← links)
- Investigating purchasing-sequence patterns for financial services using Markov, MTD and MTDG models (Q2575561) (← links)
- Moments of Mixture Periodic Autoregressive Models (Q2892598) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- A note on the mixture transition distribution and hidden Markov models (Q3077683) (← links)
- AN EXCLUSIVE REGRESSORS BINARY MIXTURE MODEL WITH AN APPLICATION TO LABOUR SUPPLY (Q3429839) (← links)
- On a Mixture GARCH Time-Series Model (Q3440750) (← links)
- The Identification of Multiple Outliers in ARIMA Models (Q4707037) (← links)
- Hidden Markov Mixture Autoregressive Models: Stability and Moments (Q4921660) (← links)
- On a mixture vector autoregressive model (Q5421217) (← links)
