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

      Statements

      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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