Laplace mixture autoregressive models
DOI10.1016/J.SPL.2015.11.006zbMATH Open1419.62240OpenAlexW2187469464MaRDI QIDQ273686FDOQ273686
Authors: Geoffrey J. McLachlan, Jeremy F. P. Ullmann, Andrew L. Janke, Hien D. Nguyen 
Publication date: 22 April 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.11.006
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Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cites Work
- Finite mixture models
- Finite mixture and Markov switching models.
- Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
- On a Mixture Autoregressive Conditional Heteroscedastic Model
- On a Mixture Autoregressive Model
- On a mixture vector autoregressive model
- A unified convergence analysis of block successive minimization methods for nonsmooth optimization
- Optimization
- Robust mixture regression model fitting by Laplace distribution
- Laplace mixture of linear experts
- A new Laplace second-order autoregressive time-series model--NLAR(2)
Cited In (7)
- Latent Gaussian random field mixture models
- On a logistic mixture autoregressive model
- Laplace mixture of linear experts
- Model-based clustering for spatiotemporal data on air quality monitoring
- On a Mixture Autoregressive Model
- On Construction and Estimation of Stationary Mixture Transition Distribution Models
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