Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part (Q4707178)
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scientific article; zbMATH DE number 1925319
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part |
scientific article; zbMATH DE number 1925319 |
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Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part (English)
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10 June 2003
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Bayesian estimation
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ARMAX model
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finite mixtures
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multi-directional search
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