Gaussian mixture vector autoregression (Q75584)
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: Gaussian mixture vector autoregression |
scientific article; zbMATH DE number 6578669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian mixture vector autoregression |
scientific article; zbMATH DE number 6578669 |
Statements
192
0 references
2
0 references
485-498
0 references
June 2016
0 references
10 May 2016
0 references
Gaussian mixture vector autoregression (English)
0 references
mixture models
0 references
nonlinear vector autoregressive models
0 references
regime switching
0 references
0 references
0 references
