Statistical analysis of mixture vector autoregressive models (Q2835319)
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scientific article; zbMATH DE number 6659015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of mixture vector autoregressive models |
scientific article; zbMATH DE number 6659015 |
Statements
2 December 2016
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autocovariance function
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EM algorithm
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maximum likelihood estimates
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mixture vector autoregressive model
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model selection
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stationarity
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vector autoregressive moving-average representation
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Statistical analysis of mixture vector autoregressive models (English)
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