On Mixture Periodic Vector Autoregressive Models
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Publication:2876148
DOI10.1080/03610918.2012.750353zbMath1462.62165OpenAlexW2072747592MaRDI QIDQ2876148
Publication date: 18 August 2014
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.750353
EM algorithmmixture periodic vector AR modelsmultivariate periodically correlated processperiodic vector autoregressive models
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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