Modeling nonlinearities with mixtures-of-experts of time series models

DOI10.1155/IJMMS/2006/19423zbMath1379.62052MaRDI QIDQ885621

Martin A. Tanner, Alexandre X. Carvalho

Publication date: 14 June 2007

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F10: Point estimation

62J02: General nonlinear regression

62B10: Statistical aspects of information-theoretic topics

62C05: General considerations in statistical decision theory

Related Items

Time Series Mixtures of GeneralizedtExperts: ML Estimation and an Application to Stock Return Density Forecasting

Uses Software

• ElemStatLearn
• itsmr

Cites Work

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