Symmetrical and asymmetrical mixture autoregressive processes (Q783302)

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Symmetrical and asymmetrical mixture autoregressive processes
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    Symmetrical and asymmetrical mixture autoregressive processes (English)
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    12 August 2020
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    nonlinear time series
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    finite mixtures of autoregressive models
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    scale mixtures of skew-normal distributions
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    ECME-algorithm (expectation/conditional maximisation either)
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