On Construction and Estimation of Stationary Mixture Transition Distribution Models

DOI10.1080/10618600.2021.1981342MaRDI QIDQ5083377OpenAlexFDO

Authors Xiaotian Zheng, Athanasios Kottas, Bruno Sansó

Publication date 22 June 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.12696

zbMATH Keywords

Markov chain Monte CarloBayesian inferencenon-Gaussian time seriesfirst-order strict stationarity

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(3)

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

Describes a project that uses

Uses Software

• sn
• hddtools
• CopulaModel
• StMAR

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