A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions (Q6039102)
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scientific article; zbMATH DE number 7681745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions |
scientific article; zbMATH DE number 7681745 |
Statements
A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions (English)
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3 May 2023
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interest rate spread
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mixture model
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nonlinear autoregression
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regime switching
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