Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part (Q4707178)
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scientific article; zbMATH DE number 1925319
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| English | Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part |
scientific article; zbMATH DE number 1925319 |
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Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part (English)
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10 June 2003
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Bayesian estimation
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ARMAX model
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finite mixtures
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multi-directional search
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0.8527154
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0.8503002
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0.84836084
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0.8482818
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0.8472857
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