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On an independent and identically distributed mixture bilinear time-series model - MaRDI portal

On an independent and identically distributed mixture bilinear time-series model (Q3077682)

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On an independent and identically distributed mixture bilinear time-series model
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    On an independent and identically distributed mixture bilinear time-series model (English)
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    22 February 2011
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    mixture bilinear model
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    mixture autoregression
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    EM algorithm
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    second-order stationarity
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    geometric ergodicity
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