Hidden Markov Mixture Autoregressive Models: Stability and Moments (Q4921660)

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scientific article; zbMATH DE number 6162339
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Hidden Markov Mixture Autoregressive Models: Stability and Moments
scientific article; zbMATH DE number 6162339

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    Hidden Markov Mixture Autoregressive Models: Stability and Moments (English)
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    13 May 2013
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    dynamic programming
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    forecasting
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    hidden Markov model
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    mixture autoregressive model
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    stability
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