On Construction and Estimation of Stationary Mixture Transition Distribution Models (Q5083377)

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scientific article; zbMATH DE number 7546476
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On Construction and Estimation of Stationary Mixture Transition Distribution Models
scientific article; zbMATH DE number 7546476

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    On Construction and Estimation of Stationary Mixture Transition Distribution Models (English)
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    22 June 2022
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    Bayesian inference
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    first-order strict stationarity
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    Markov chain Monte Carlo
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    non-Gaussian time series
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