On a Mixture Autoregressive Model (Q4943409)
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scientific article; zbMATH DE number 1416260
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On a Mixture Autoregressive Model |
scientific article; zbMATH DE number 1416260 |
Statements
On a Mixture Autoregressive Model (English)
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10 August 2000
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mixture autoregressive model
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stationarity
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autocorrelation
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EM algorithm
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model selection
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0.9117103815078736
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0.883868932723999
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0.883868932723999
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0.8657375574111938
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0.8466811180114746
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