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
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Uses Software
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