Autoregressive models with mixture of scale mixtures of Gaussian innovations
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Publication:724914
DOI10.1007/S40995-017-0237-6zbMATH Open1392.62270OpenAlexW2605411705MaRDI QIDQ724914FDOQ724914
Authors: Mohsen Maleki, A. R. Nematollahi 
Publication date: 26 July 2018
Published in: Iranian Journal of Science and Technology, Transactions A: Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40995-017-0237-6
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Cited In (22)
- Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models
- The flexible transmuted record type-scale mixture of normal family and its AR(1) extension
- Robust mixture modeling based on two-piece scale mixtures of normal family
- Classical and Bayesian estimation of the AR(1) model with skew-symmetric innovations
- A mixture autoregressive model based on Student’s t–distribution
- Title not available (Why is that?)
- On the stationary marginal distributions of subclasses of multivariate setar processes of order one
- Locally most powerful test for the random coefficient autoregressive model
- Autoregressive processes with generalized hyperbolic innovations
- Mixture-based extension of the AR model and its recursive Bayesian identification
- Finite mixture modeling of Gaussian regression time series with application to dendrochronology
- Time series models based on the unrestricted skew-normal process
- Robust clustering of COVID-19 cases across U.S. counties using mixtures of asymmetric time series models with time varying and freely indexed covariates
- Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations
- A robust class of homoscedastic nonlinear regression models
- Asymmetric heavy-tailed vector auto-regressive processes with application to financial data
- A Gaussian Mixture Autoregressive Model for Univariate Time Series
- Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions
- Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models
- Symmetrical and asymmetrical mixture autoregressive processes
- Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors
- A Bayesian approach on the two-piece scale mixtures of normal homoscedastic nonlinear regression models
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