On a logistic mixture autoregressive model
From MaRDI portal
Recommendations
Cited in
(42)- Multivariate time series modeling and classification via hierarchical VAR mixtures
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions
- Bayesian mixture of autoregressive models
- Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
- On the ergodicity of general mixture of linear autoregressive time series
- Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models
- Testing for observation-dependent regime switching in mixture autoregressive models
- Dynamic variable selection with spike-and-slab process priors
- Bayesian analysis of mixture autoregressive models covering the complete parameter space
- On a constrained mixture vector autoregressive model
- Functional coefficient autoregressive conditional root model
- Ergodicity and existence of moments for local mixtures of linear autoregressions
- Stability results for nonlinear error correction models
- Laplace mixture autoregressive models
- Subgroup analysis with time-to-event data under a logistic-Cox mixture model
- Basket trading under co-integration with the logistic mixture autoregressive model
- Modeling nonlinear time series with local mixtures of generalized linear models
- Time series mixtures of generalized t experts: ML estimation and an application to stock return density forecasting
- Mixed autoregressive moving average model for modeling nonlinear time series
- On a Mixture Autoregressive Conditional Heteroscedastic Model
- Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach
- On a Mixture Autoregressive Model
- Mixtures of nonlinear Poisson autoregressions
- On Construction and Estimation of Stationary Mixture Transition Distribution Models
- A Gaussian Mixture Autoregressive Model for Univariate Time Series
- On mixture memory GARCH models
- On a mixture vector autoregressive model
- Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model
- A mixture autoregressive model based on Student’s t–distribution
- Forecasting with non-homogeneous hidden Markov models
- Forecasting with non-homogeneous hidden Markov models
- A mixture autoregressive model based on Gaussian and Student's t-distributions
- On first and second order stationarity of random coefficient models
- A generalized Burr mixture autoregressive models for modeling non linear time series
- On Mixture Double Autoregressive Time Series Models
- A Monte Carlo Markov chain algorithm for a class of mixture time series models
- Modeling offence counts with a class of mixed integer-valued autoregressive models with dynamic mixing probabilities
- A system identification approach to clustering autoregressive vector time series
- Gaussian mixture vector autoregression
- Symmetrical and asymmetrical mixture autoregressive processes
- Modeling nonlinearities with mixtures-of-experts of time series models
This page was built for publication: On a logistic mixture autoregressive model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2775616)