Discussion of a model selection method in time-series mixture models

MaRDI QIDQ3501020zbMATH OpenFDO

Authors Peng Lai

Publication date 3 June 2008

zbMATH Keywords

model selectiontime seriesmixture modeloptimization distance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Dynamic Model Selection With its Applications to Novelty Detection

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