Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for observation-dependent regime switching in mixture autoregressive models |
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Testing for observation-dependent regime switching in mixture autoregressive models (English)
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4 May 2021
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likelihood ratio test
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singular information matrix
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higher-order approximation of the log-likelihood
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logistic mixture autoregressive model
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Gaussian mixture autoregressive model
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