Mixture models for time series (Q4833723)

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scientific article; zbMATH DE number 757567
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Mixture models for time series
scientific article; zbMATH DE number 757567

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    Mixture models for time series (English)
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    23 May 1995
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    self-dual time series
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    ARMA covariances
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    conditional distributions
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    nonlinear time series model
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    stationary distributions
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    stochastic matrix
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    zero-order threshold autoregressive models
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    mixture models
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    duality
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    time reversal
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    moments
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    autocovariance function
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