Heteroscedastic mixture transition distribution (HMTD) model (Q949353)
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scientific article; zbMATH DE number 5354672
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Heteroscedastic mixture transition distribution (HMTD) model |
scientific article; zbMATH DE number 5354672 |
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Heteroscedastic mixture transition distribution (HMTD) model (English)
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21 October 2008
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stationarity
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Bayes information criterion
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ECM algorithm
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asymmetric distribution
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multimodal distribution
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conditional heteroscedasticity
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0.9236104488372804
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0.8837464451789856
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0.8096863627433777
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0.8096863627433777
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0.798879861831665
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