On an independent and identically distributed mixture bilinear time-series model (Q3077682)

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scientific article; zbMATH DE number 5855798
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    On an independent and identically distributed mixture bilinear time-series model
    scientific article; zbMATH DE number 5855798

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      On an independent and identically distributed mixture bilinear time-series model (English)
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      22 February 2011
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      mixture bilinear model
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      mixture autoregression
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      EM algorithm
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      second-order stationarity
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      geometric ergodicity
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