Mixed autoregressive moving average model for modeling nonlinear time series

MaRDI QIDQ3437658zbMATH OpenFDO

Authors Hongjun Wang, Zheng Tian

Publication date 9 May 2007

zbMATH Keywords

EMMARMAmixed autoregressive moving average model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(8)

• On a logistic mixture autoregressive model
• On mixture nonlinear time-series modelling and forecasting for ARCH effects
• Mixture Nonlinear Time-Series Analysis : Modelling and Forecasting
• On a Mixture Autoregressive Conditional Heteroscedastic Model
• On a Mixture Autoregressive Model
• Mixture of Forward-Directed and Backward-Directed Autoregressive Hidden Markov Models for Time series Modeling
• Heteroscedastic mixture double-autoregressive model for modeling nonlinear time series
• Hidden multi-resolution ARMA models for nonlinear time series forecasting

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