Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach (Q5128578)

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scientific article; zbMATH DE number 7267724
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Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach
scientific article; zbMATH DE number 7267724

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    Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach (English)
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    28 October 2020
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    EM algorithm
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    geometric ergodicity
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    hidden variables
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    mixture models
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    semi-parametric autoregression
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