Likelihood-based analysis in mixture global vars

DOI10.1007/s10958-023-06509-8OpenAlexW4383620265MaRDI QIDQ6187958

Maddalena Cavicchioli

Publication date: 1 February 2024

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-023-06509-8

zbMATH Keywords

stabilitymaximum likelihood estimatesnonlinear time series modelmixture global vector autoregressive model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

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