Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach (Q5128578)
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scientific article; zbMATH DE number 7267724
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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