Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations

DOI10.1080/02664763.2019.1575953OpenAlexW2914422414MaRDI QIDQ5034164

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Publication date: 24 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2019.1575953

zbMATH Keywords

EM algorithmmixture modelsnonlinear autoregressive modelsscale mixtures of skew normal distributionssEMiparametric estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Time series analysis of dynamical systems (37M10) Applications of statistics (62Pxx)

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