Hidden Markov Mixture Autoregressive Models: Stability and Moments
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Publication:4921660
DOI10.1080/03610926.2011.593283zbMath1347.62188arXiv1105.1212OpenAlexW2058668406MaRDI QIDQ4921660
S. H. Alizadeh, Saeid Rezakhah
Publication date: 13 May 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1105.1212
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Prediction theory (aspects of stochastic processes) (60G25)
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Uses Software
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