Pages that link to "Item:Q5177974"
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The following pages link to A Gaussian Mixture Autoregressive Model for Univariate Time Series (Q5177974):
Displaying 10 items.
- Gaussian mixture vector autoregression (Q75584) (← links)
- A new approach to model regime switching (Q341901) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
- Dynamic variable selection with spike-and-slab process priors (Q2057381) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- On Construction and Estimation of Stationary Mixture Transition Distribution Models (Q5083377) (← links)
- A mixture autoregressive model based on Student’s <i>t</i>–distribution (Q5875239) (← links)
- Bayesian nonparametric density autoregression with lag selection (Q6121984) (← links)
- Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (Q6181694) (← links)
