Modeling nonlinearities with mixtures-of-experts of time series models

DOI10.1155/IJMMS/2006/19423zbMath1379.62052OpenAlexW2168502249MaRDI QIDQ885621

Martin A. Tanner, Alexandre X. Carvalho

Publication date: 14 June 2007

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/ijmms/2006/19423

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) General nonlinear regression (62J02) Statistical aspects of information-theoretic topics (62B10) General considerations in statistical decision theory (62C05)

Related Items (7)

Mixtures of experts for understanding model discrepancy in dynamic computer models ⋮ Autoregressive density modeling with the Gaussian process mixture transition distribution ⋮ Bayesian nonparametric density autoregression with lag selection ⋮ A Bayesian nonparametric Markovian model for non-stationary time series ⋮ Unnamed Item ⋮ Time Series Mixtures of GeneralizedtExperts: ML Estimation and an Application to Stock Return Density Forecasting ⋮ On Convergence Rates of Mixtures of Polynomial Experts

Uses Software

• ElemStatLearn
• itsmr

Cites Work

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