Mixture transition distribution (MTD) modeling of heteroscedastic time series (Q951799)
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scientific article; zbMATH DE number 5361741
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| English | Mixture transition distribution (MTD) modeling of heteroscedastic time series |
scientific article; zbMATH DE number 5361741 |
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Mixture transition distribution (MTD) modeling of heteroscedastic time series (English)
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4 November 2008
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mixture
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HMTD
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GEM algorithm
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degeneration of log likelihood
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0.8837464451789856
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0.860024631023407
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0.8316875100135803
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0.8316875100135803
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