Hidden Markov Mixture Autoregressive Models: Stability and Moments

Author:

Alizadeh S. H.,Rezakhah S.

Publisher

Informa UK Limited

Subject

Statistics and Probability

Reference21 articles.

1. A note on the mixture transition distribution and hidden Markov models

2. Mixture transition distribution (MTD) modeling of heteroscedastic time series

3. Berchtold , A. , Raftery , A. E. (2002). The mixture transition distribution model for high-order markov chains and non-gaussian time series.Statistical Sci.17(3):328–359 (in English).

4. Convergence of Probability Measures

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2. Markov switching component GARCH model: Stability and forecasting;Communications in Statistics - Theory and Methods;2015-09-12

3. Corrigendum;Communications in Statistics - Theory and Methods;2013-05

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