Statistical Analysis Of Mixture Vector Autoregressive Models (Q2835319)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical Analysis Of Mixture Vector Autoregressive Models |
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Statistical Analysis Of Mixture Vector Autoregressive Models (English)
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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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