STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
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Publication:3040373
DOI10.1111/j.1467-9892.1983.tb00354.xzbMath0526.62084OpenAlexW2044816791MaRDI QIDQ3040373
P. A. Jacobs, Peter A. W. Lewis
Publication date: 1983
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1983.tb00354.x
simulation studymaximum likelihood estimatorsmixturesYule-Walker equationsmover-stayer modelsstationary discrete autoregressive-moving average time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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