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Recursive online EM estimation of mixture autoregressions - MaRDI portal

Recursive online EM estimation of mixture autoregressions (Q4922636)

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scientific article; zbMATH DE number 6170050
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English
Recursive online EM estimation of mixture autoregressions
scientific article; zbMATH DE number 6170050

    Statements

    title
    Recursive online EM estimation of mixture autoregressions (English)
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    publication date
    3 June 2013
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    zbMATH Keywords
    mixture autoregression
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    recursive prediction error method
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    recursive weighted least squares
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    EM algorithm
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    recursive EM algorithm
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    cites work
    Q3342413
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    Q4346705
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    Identifiers

    zbMATH DE Number
    6170050
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    OpenAlex ID
    W2039693830
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