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Cites work
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- A Gaussian Mixture Autoregressive Model for Univariate Time Series
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- Modelling Nonlinear Economic Time Series
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- On a Mixture Autoregressive Model
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- On a mixture vector autoregressive model
- On the Identifiability of Finite Mixtures
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- Testing for Regime Switching
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Cited in
(14)- Improved nonlinear multivariate financial time series prediction with mixed-state latent factor models
- Regularization and selection in Gaussian mixture of autoregressive models
- On Construction and Estimation of Stationary Mixture Transition Distribution Models
- Autoregressive Gaussian random vectors of first order
- On a constrained mixture vector autoregressive model
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- Testing for observation-dependent regime switching in mixture autoregressive models
- A mixture autoregressive model based on Student’s t–distribution
- gmvarkit
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- A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions
- A Gaussian Mixture Autoregressive Model for Univariate Time Series
- Statistical analysis of mixture vector autoregressive models
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