On a Mixture Autoregressive Model

DOI10.1111/1467-9868.00222zbMath0941.62095OpenAlexW2050654176MaRDI QIDQ4943409

Chun Shan Wong, Wai Keung Li

Publication date: 10 August 2000

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00222

zbMATH Keywords

EM algorithmmodel selectionstationarityautocorrelationmixture autoregressive model

Mathematics Subject Classification ID

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