Symmetrical and asymmetrical mixture autoregressive processes (Q783302)
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scientific article; zbMATH DE number 7232929
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| English | Symmetrical and asymmetrical mixture autoregressive processes |
scientific article; zbMATH DE number 7232929 |
Statements
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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0.8075789213180542
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0.7950435876846313
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0.7831845283508301
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0.783014714717865
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0.783014714717865
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