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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- A note on the identifiability of the conditional expectation for the mixtures of neural networks
- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- Linear Statistical Inference and its Applications
- Local Estimating Equations
- Local Likelihood Estimation
- Local Maximum Likelihood Estimation and Inference
- Local Polynomial Estimation of Regression Functions for Mixing Processes
- Local Regression and Likelihood
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- On a Mixture Autoregressive Conditional Heteroscedastic Model
- On a Mixture Autoregressive Model
- On geometric ergodicity of CHARME models
- On the convergence properties of the EM algorithm
- Robust nonparametric regression with simultaneous scale curve estimation
- SOME THEORY ON M-SMOOTHING OF TIME SERIES
Cited in
(14)- Recursive online EM estimation of mixture autoregressions
- Mixtures of autoregressions with an improper component for panel data
- Sensitivity analysis of Bayesian nonparametric spatial crash frequency models
- Markov switching model of nonlinear autoregressive with skew-symmetric innovations
- A mixture autoregressive model based on Student’s t–distribution
- Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach
- Mixtures of regressions with predictor-dependent mixing proportions
- Non parametric mixture of strictly monotone regression models
- On mixture autoregressive conditional heteroskedasticity
- Estimation of mixing proportions in the presence of autoregressively correlated training data:the case of two univariate normal populations
- Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions
- Mixtures of regressions with changepoints
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
- The single-index panel data models with heterogeneous link function: mixture approach
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