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Sequential estimation of mixtures of structured autoregressive models - MaRDI portal

Sequential estimation of mixtures of structured autoregressive models (Q2361181)

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Sequential estimation of mixtures of structured autoregressive models
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    Sequential estimation of mixtures of structured autoregressive models (English)
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    30 June 2017
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    mixture of autoregressions
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    structured priors
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    on-line estimation
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    sequential Monte Carlo
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