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On a Mixture Autoregressive Model - MaRDI portal

On a Mixture Autoregressive Model (Q4943409)

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scientific article; zbMATH DE number 1416260
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English
On a Mixture Autoregressive Model
scientific article; zbMATH DE number 1416260

    Statements

    title
    On a Mixture Autoregressive Model (English)
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    author
    Chun Shan Wong
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    Wai Keung Li
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    publication date
    10 August 2000
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    zbMATH Keywords
    mixture autoregressive model
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    stationarity
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    autocorrelation
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    EM algorithm
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    model selection
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    Identifiers

    zbMATH DE Number
    1416260
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    OpenAlex ID
    W2050654176
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