Discovering hidden structures using mixture models: application to nonlinear time series processes

DOI10.2202/1558-3708.1609MaRDI QIDQ3574744zbMATH OpenOpenAlexFDO

Authors Babak Shahbaba

Publication date 2 July 2010

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1609

Mathematics Subject Classification ID

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

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