Pages that link to "Item:Q4366094"

The following pages link to Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models (Q4366094):

Displaying 42 items.

• Gaussian mixture vector autoregression (Q75584) (← links)
• A New Model for Multivariate Markov Chains (Q119115) (← links)
• Laplace mixture autoregressive models (Q273686) (← links)
• A location-mixture autoregressive model for online forecasting of lung tumor motion (Q483986) (← links)
• Parameter estimation of the WMTD model (Q603174) (← links)
• On first and second order stationarity of random coefficient models (Q616276) (← links)
• A Monte Carlo Markov chain algorithm for a class of mixture time series models (Q692950) (← links)
• Threshold models in time series analysis -- some reflections (Q888344) (← links)
• Heteroscedastic mixture transition distribution (HMTD) model (Q949353) (← links)
• Mixture transition distribution (MTD) modeling of heteroscedastic time series (Q951799) (← links)
• A mixture integer-valued ARCH model (Q963895) (← links)
• The Kullback information criterion for mixture regression models (Q968467) (← links)
• Stationary mixture transition distribution (MTD) models via predictive distributions (Q997299) (← links)
• Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
• Mixture periodic autoregressive conditional heteroskedastic models (Q1023922) (← links)
• Bayesian mixture of autoregressive models (Q1023925) (← links)
• Verifying irreducibility and continuity of a nonlinear time series (Q1305269) (← links)
• General framework and model building in the class of hidden mixture transition distribution models (Q1660196) (← links)
• Regression theory for categorical time series (Q1764307) (← links)
• Optimization of mixture models: Comparison of different strategies (Q1775968) (← links)
• The mixture transition distribution model for high-order Markov chains and non-Gaussian time series (Q1872612) (← links)
• Bayesian analysis of mixture autoregressive models covering the complete parameter space (Q2155024) (← links)
• Multivariate transformed Gaussian processes (Q2195526) (← links)
• On a constrained mixture vector autoregressive model (Q2227405) (← links)
• Fitting Poisson time-series models using bivariate mixture transition distributions (Q2320864) (← links)
• Investigating purchasing-sequence patterns for financial services using Markov, MTD and MTDG models (Q2575561) (← links)
• Moments of Mixture Periodic Autoregressive Models (Q2892598) (← links)
• On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
• A note on the mixture transition distribution and hidden Markov models (Q3077683) (← links)
• AN EXCLUSIVE REGRESSORS BINARY MIXTURE MODEL WITH AN APPLICATION TO LABOUR SUPPLY (Q3429839) (← links)
• On a Mixture GARCH Time-Series Model (Q3440750) (← links)
• The Identification of Multiple Outliers in ARIMA Models (Q4707037) (← links)
• Hidden Markov Mixture Autoregressive Models: Stability and Moments (Q4921660) (← links)
• Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
• Autoregressive density modeling with the Gaussian process mixture transition distribution (Q5063319) (← links)
• On Construction and Estimation of Stationary Mixture Transition Distribution Models (Q5083377) (← links)
• Bayesian analysis of autoregressive time series with change points (Q5123761) (← links)
• A Gaussian Mixture Autoregressive Model for Univariate Time Series (Q5177974) (← links)
• Modelling Poisson marked point processes using bivariate mixture transition distributions (Q5218877) (← links)
• On a mixture vector autoregressive model (Q5421217) (← links)
• A mixture autoregressive model based on Student’s <i>t</i>–distribution (Q5875239) (← links)
• Nearest-neighbor mixture models for non-Gaussian spatial processes (Q6203346) (← links)