Title of article
Mixture transition distribution (MTD) modeling of heteroscedastic time series
Author/Authors
André Berchtold، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
13
From page
399
To page
411
Keywords
HMTD , Degenerescence of the loglikelihood , GEM algorithm , Time series , Heteroscedasticity , Mixture
Journal title
Computational Statistics and Data Analysis
Serial Year
2003
Journal title
Computational Statistics and Data Analysis
Record number
307594
Link To Document