A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions (Q6039102)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions |
scientific article; zbMATH DE number 7681745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions |
scientific article; zbMATH DE number 7681745 |
Statements
A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions (English)
0 references
3 May 2023
0 references
interest rate spread
0 references
mixture model
0 references
nonlinear autoregression
0 references
regime switching
0 references
0 references
0 references
