On Construction and Estimation of Stationary Mixture Transition Distribution Models
type: Item
instance of: scholarly article
title: On Construction and Estimation of Stationary Mixture Transition Distribution Models
DOI: 10.1080/10618600.2021.1981342
author: Xiaotian Zheng
author: Athanasios Kottas
author: Bruno Sansó
published in: Journal of Computational and Graphical Statistics
publication date: 2022-06-22T00:00:00Z
full work available at URL: https://arxiv.org/abs/2010.12696
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7546476
zbMATH Keywords: Bayesian inference
zbMATH Keywords: first-order strict stationarity
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: non-Gaussian time series
describes a project that uses: CopulaModel
describes a project that uses: sn
describes a project that uses: StMAR
describes a project that uses: hddtools
MaRDI profile type: Publication
OpenAlex ID: W3202335309
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description: scientific article; zbMATH DE number 7546476