Finite mixture modeling of Gaussian regression time series with application to dendrochronology

DOI10.1007/s00357-016-9216-4zbMath1364.62156WikidataQ110676555 ScholiaQ110676555MaRDI QIDQ2628066

Volodymyr Melnykov, Semhar Michael

Publication date: 12 June 2017

Published in: Journal of Classification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00357-016-9216-4

zbMATH Keywords

EM algorithm; model-based clustering; Kalman filter; finite mixture models; annual tree rings; regression time series

Mathematics Subject Classification ID

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

62H30: Classification and discrimination; cluster analysis (statistical aspects)

Uses Software

• flexmix
• astsa