On a mixture vector autoregressive model (Q5421217)
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scientific article; zbMATH DE number 5202813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a mixture vector autoregressive model |
scientific article; zbMATH DE number 5202813 |
Statements
On a mixture vector autoregressive model (English)
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22 October 2007
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diagnostic checking
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EM algorithm
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multivariate time series
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stationarity
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