A Gaussian Mixture Autoregressive Model for Univariate Time Series (Q5177974)
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scientific article; zbMATH DE number 6412988
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gaussian Mixture Autoregressive Model for Univariate Time Series |
scientific article; zbMATH DE number 6412988 |
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A Gaussian Mixture Autoregressive Model for Univariate Time Series (English)
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9 March 2015
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ergodicity
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Markov chain
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nonlinear autoregression
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regime switching
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stationarity
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