On Construction and Estimation of Stationary Mixture Transition Distribution Models

DOI10.1080/10618600.2021.1981342OpenAlexW3202335309MaRDI QIDQ5083377

Bruno Sansó, Xiaotian Zheng, Athanasios Kottas

Publication date: 22 June 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.12696

zbMATH Keywords

Markov chain Monte CarloBayesian inferencenon-Gaussian time seriesfirst-order strict stationarity

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Nearest-neighbor mixture models for non-Gaussian spatial processes

Uses Software

• sn
• hddtools
• CopulaModel
• StMAR

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