Likelihood-based analysis in mixture global vars

DOI10.1007/S10958-023-06509-8MaRDI QIDQ6187958zbMATH OpenOpenAlexFDO

Authors Maddalena Cavicchioli

Publication date 1 February 2024

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-023-06509-8

zbMATH Keywords

stabilitymaximum likelihood estimatesnonlinear time series modelmixture global vector autoregressive model

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

Cites work

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