scientific article; zbMATH DE number 2042819

MaRDI QIDQ4450674zbMATH OpenFDO

Authors Gabriel Huerta, Wenxin Jiang, Martin A. Tanner

Publication date 15 February 2004

zbMATH Keywords

covariablesEM-algorithmhierarchical mixtureMarkov chain Monte Carlotime series

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• scientific article; zbMATH DE number 2033195
• Modeling nonlinearities with mixtures-of-experts of time series models
• Multivariate time series modeling and classification via hierarchical VAR mixtures
• Bayesian inference on mixture-of-experts for estimation of stochastic volatility
• scientific article; zbMATH DE number 1114428

Cited in

(13)

• Multivariate time series modeling and classification via hierarchical VAR mixtures
• Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership
• Time-varying combinations of predictive densities using nonlinear filtering
• Dynamic mixed models for irregularly observed time series
• Bayesian inference on mixture-of-experts for estimation of stochastic volatility
• Optimal sampling frequency for high frequency data using a finite mixture model
• Time series, point processes, and hybrids
• scientific article; zbMATH DE number 2033195 (Why is no real title available?)
• Latent class models for time series analysis
• Mixture of Forward-Directed and Backward-Directed Autoregressive Hidden Markov Models for Time series Modeling
• Modeling Compositional Time Series with Vector Autoregressive Models
• Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers
• Modeling nonlinearities with mixtures-of-experts of time series models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4450674)