Partially adaptive estimation of autoregressive processes via a normal mixture (Q1611817)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Partially adaptive estimation of autoregressive processes via a normal mixture |
scientific article; zbMATH DE number 1790212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partially adaptive estimation of autoregressive processes via a normal mixture |
scientific article; zbMATH DE number 1790212 |
Statements
Partially adaptive estimation of autoregressive processes via a normal mixture (English)
0 references
28 August 2002
0 references
time series
0 references
quasi maximum-likelihood
0 references
EM algorithm
0 references
0 references
