Gaussian mixture vector autoregression (Q75584)
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scientific article; zbMATH DE number 6578669
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Gaussian mixture vector autoregression |
scientific article; zbMATH DE number 6578669 |
Statements
192
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2
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485-498
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June 2016
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10 May 2016
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Gaussian mixture vector autoregression (English)
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mixture models
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nonlinear vector autoregressive models
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regime switching
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0.8415977954864502
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0.8290640115737915
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0.8169518113136292
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0.7924855947494507
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0.7924855947494507
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