Statistical analysis of mixture vector autoregressive models (Q2835319)
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scientific article; zbMATH DE number 6659015
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Statistical analysis of mixture vector autoregressive models |
scientific article; zbMATH DE number 6659015 |
Statements
2 December 2016
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autocovariance function
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EM algorithm
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maximum likelihood estimates
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mixture vector autoregressive model
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model selection
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stationarity
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vector autoregressive moving-average representation
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Statistical analysis of mixture vector autoregressive models (English)
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0.9021804332733154
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0.8415977954864502
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0.8370944261550903
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0.8317937254905701
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0.8225270509719849
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