Mixtures of autoregressions with an improper component for panel data (Q263360)

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Mixtures of autoregressions with an improper component for panel data
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    Mixtures of autoregressions with an improper component for panel data (English)
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    4 April 2016
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    autoregression
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    EM algorithm
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    improper component
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    mixture
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    outliers
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    panel data
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