On a mixture vector autoregressive model

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Publication:5421217

DOI10.1002/cjs.5550350112zbMath1124.62059OpenAlexW2045832042MaRDI QIDQ5421217

C. W. Yau, Wai Keung Li, Pak Wing Fong, Chun Shan Wong

Publication date: 22 October 2007

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550350112




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