On a constrained mixture vector autoregressive model (Q2227405)
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scientific article; zbMATH DE number 7310434
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| English | On a constrained mixture vector autoregressive model |
scientific article; zbMATH DE number 7310434 |
Statements
On a constrained mixture vector autoregressive model (English)
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15 February 2021
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EM algorithm
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interest rate
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likelihood ratio test
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non-linear time-series model
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0.8317937254905701
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0.822953462600708
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0.7798309922218323
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0.7709225416183472
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