On Construction and Estimation of Stationary Mixture Transition Distribution Models

DOI10.1080/10618600.2021.1981342MaRDI QIDQ5083377zbMATH OpenOpenAlexFDO

Authors Xiaotian Zheng, Athanasios Kottas, Bruno Sansó

Publication date 22 June 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.12696

zbMATH Keywords

Bayesian inferencefirst-order strict stationarityMarkov chain Monte Carlonon-Gaussian time series

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(4)

• A note on the mixture transition distribution and hidden Markov models
• Nearest-neighbor mixture models for non-Gaussian spatial processes
• Optimal model selection for density estimation of stationary data under various mixing condi\-tions
• Poisson count time series

Describes a project that uses

Uses Software

• CopulaModel
• sn
• StMAR
• hddtools

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