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
Keywords :
HMTD , Degenerescence of the loglikelihood , GEM algorithm , Time series , Heteroscedasticity , Mixture
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
