Laplace mixture autoregressive models

DOI10.1016/J.SPL.2015.11.006MaRDI QIDQ273686zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

mixture modelcalcium imagingLaplace distributionautoregressive modelminorization-maximization algorithmzebrafish brain

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• On a Mixture Autoregressive Model
• Publication:4493112
• On a logistic mixture autoregressive model
• scientific article; zbMATH DE number 7108722
• On a Mixture Autoregressive Conditional Heteroscedastic Model

Cites work

• A new Laplace second-order autoregressive time-series model--NLAR(2)
• A unified convergence analysis of block successive minimization methods for nonsmooth optimization
• Finite mixture and Markov switching models.
• Finite mixture models
• Laplace mixture of linear experts
• 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
• Optimization
• Robust mixture regression model fitting by Laplace distribution

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
• scientific article; zbMATH DE number 7108722 (Why is no real title available?)

This page was built for publication: Laplace mixture autoregressive models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q273686)