On Construction and Estimation of Stationary Mixture Transition Distribution Models

Cites Work

Dependence modeling with copulas
On a logistic mixture autoregressive model
Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
On a Mixture Autoregressive Conditional Heteroscedastic Model
On a Mixture Autoregressive Model
A Gaussian Mixture Autoregressive Model for Univariate Time Series
On a mixture vector autoregressive model
Gaussian mixture vector autoregression
A Bayesian analysis of some nonparametric problems
The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
Estimation in the mixture transition distribution model
Title not available (Why is that?)
Title not available (Why is that?)
Estimation and Modelling Repeated Patterns in High Order Markov Chains with the Mixture Transition Distribution Model
Title not available (Why is that?)
Conditional specification of statistical models.
Title not available (Why is that?)
Laplace mixture autoregressive models
Concepts of Independence for Proportions with a Generalization of the Dirichlet Distribution
A note on the mixture transition distribution and hidden Markov models
Mixture transition distribution (MTD) modeling of heteroscedastic time series
Estimation for the bivariate Poisson distribution
Multivariate Bernoulli distribution
Bayesian mixture of autoregressive models
A location-mixture autoregressive model for online forecasting of lung tumor motion
A Student t-mixture autoregressive model with applications to heavy-tailed financial data
A mixture autoregressive model based on Student’s t–distribution
Parameter estimation of the WMTD model
A mixture integer-valued ARCH model
Goodness of fit tests for discrete distributions
A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence
Constructing First Order Stationary Autoregressive Models via Latent Processes
Modeling Marked Point Processes via Bivariate Mixture Transition Distribution Models
Stationary mixture transition distribution (MTD) models via predictive distributions
General framework and model building in the class of hidden mixture transition distribution models
Regularization and selection in Gaussian mixture of autoregressive models
Structured priors for sparse probability vectors with application to model selection in Markov chains
Autoregressive density modeling with the Gaussian process mixture transition distribution

Cited In (3)

Nearest-neighbor mixture models for non-Gaussian spatial processes
Optimal model selection for density estimation of stationary data under various mixing condi\-tions
A note on the mixture transition distribution and hidden Markov models

Uses Software

sn
hddtools
CopulaModel
StMAR

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