Laplace mixture autoregressive models

DOI10.1016/j.spl.2015.11.006zbMath1419.62240OpenAlexW2187469464MaRDI QIDQ273686

Geoffrey J. McLachlan, Andrew L. Janke, Jeremy F. P. Ullmann, Hien Duy 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

autoregressive modelmixture modelLaplace distributioncalcium imagingminorization-maximization algorithmzebrafish brain

Mathematics Subject Classification ID

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

Related Items (1)

On Construction and Estimation of Stationary Mixture Transition Distribution Models

Cites Work

• Robust mixture regression model fitting by Laplace distribution
• Laplace mixture of linear experts
• Finite mixture and Markov switching models.
• A Unified Convergence Analysis of Block Successive Minimization Methods for Nonsmooth Optimization
• A new Laplace second-order autoregressive time-series model--NLAR(2)
• 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
• Unnamed Item

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