Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models (Q4366094)

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scientific article; zbMATH DE number 1089398
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Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
scientific article; zbMATH DE number 1089398

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    Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models (English)
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    14 December 1997
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    autoregressive integrated moving average model
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    EM algorithm
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    mixture transition distribution
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    non-Gaussian time series
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    stationarity
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