Symmetrical and asymmetrical mixture autoregressive processes
Author:
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability
Link
https://projecteuclid.org/download/pdfview_1/euclid.bjps/1588579221
Cited by 8 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
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2. A Mixture Autoregressive Model Based on an Asymmetric Exponential Power Distribution;Axioms;2023-02-13
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4. Robust clustering of COVID-19 cases across U.S. counties using mixtures of asymmetric time series models with time varying and freely indexed covariates;Journal of Applied Statistics;2022-01-01
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