On a mixture autoregressive model
暂无分享,去创建一个
W. Li | C. Wong | W. Li | Chun-shan. Wong
[1] C. Elton,et al. The Ten-Year Cycle in Numbers of the Lynx in Canada , 1942 .
[2] P. Moran. The Statistical Analsis of the Canadian Lynx cycle. 1. Structure and Prediction. , 1953 .
[3] V. E. Beneš. Existence of finite invariant measures for Markov processes , 1967 .
[4] Gwilym M. Jenkins,et al. Time series analysis, forecasting and control , 1972 .
[5] H. Akaike,et al. Information Theory and an Extension of the Maximum Likelihood Principle , 1973 .
[6] Dean W. Wichern,et al. Changes of Variance in First-Order Autoregressive Time Series Models -With an Application , 1976 .
[7] R. Davies. Hypothesis testing when a nuisance parameter is present only under the alternative , 1977 .
[8] D. Rubin,et al. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper , 1977 .
[9] G. Schwarz. Estimating the Dimension of a Model , 1978 .
[10] D. P. Gaver,et al. First-order autoregressive gamma sequences and point processes , 1980, Advances in Applied Probability.
[11] T. Louis. Finding the Observed Information Matrix When Using the EM Algorithm , 1982 .
[12] R. Engle. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation , 1982 .
[13] V. Yohai,et al. 4 Robustness in time series and estimating ARMA models , 1985 .
[14] A. J. Lawrance,et al. Modelling and Residual Analysis of Nonlinear Autoregressive Time Series in Exponential Variables , 1985 .
[15] V. Yohai,et al. Influence Functionals for Time Series , 1986 .
[16] T. Bollerslev,et al. Generalized autoregressive conditional heteroskedasticity , 1986 .
[17] C. Granger,et al. Co-integration and error correction: representation, estimation and testing , 1987 .
[18] Xiao-Li Meng,et al. Using EM to Obtain Asymptotic Variance-Covariance Matrices: The SEM Algorithm , 1991 .
[19] Vance L. Martin. THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES , 1992 .
[20] C. Granger,et al. Modelling Nonlinear Economic Relationships , 1995 .
[21] Z. D. Feng,et al. Using Bootstrap Likelihood Ratio in Finite Mixture Models , 1994 .
[22] J. Pemberton,et al. Mixture models for time series , 1995, Journal of Applied Probability.
[23] A. Raftery,et al. Modeling flat stretches, bursts, and outliers in time series using mixture transition distribution models , 1996 .
[24] On testing the number of components in finite mixture models with known relevant component distributions , 1997 .
[25] P. Green,et al. Corrigendum: On Bayesian analysis of mixtures with an unknown number of components , 1997 .
[26] P. Green,et al. On Bayesian Analysis of Mixtures with an Unknown Number of Components (with discussion) , 1997 .
[27] E. Gassiat,et al. The estimation of the order of a mixture model , 1997 .
[28] Statistical inference for some nonlinear time series models , 1998 .