Symmetrical and asymmetrical mixture autoregressive processes (Q783302)
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: Symmetrical and asymmetrical mixture autoregressive processes |
scientific article; zbMATH DE number 7232929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetrical and asymmetrical mixture autoregressive processes |
scientific article; zbMATH DE number 7232929 |
Statements
Symmetrical and asymmetrical mixture autoregressive processes (English)
0 references
12 August 2020
0 references
nonlinear time series
0 references
finite mixtures of autoregressive models
0 references
scale mixtures of skew-normal distributions
0 references
ECME-algorithm (expectation/conditional maximisation either)
0 references
0 references
0 references
0 references
0 references
0 references
