On a mixture vector autoregressive model
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Publication:5421217
DOI10.1002/cjs.5550350112zbMath1124.62059MaRDI 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
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
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