Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
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Publication:4366094
DOI10.2307/2291576zbMath0881.62096OpenAlexW4246829438MaRDI QIDQ4366094
R. Douglas Martin, Adrian E. Raftery, Nhu D. Le
Publication date: 14 December 1997
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2291576
EM algorithmstationaritynon-Gaussian time seriesautoregressive integrated moving average modelmixture transition distribution
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