Hidden Markov Mixture Autoregressive Models: Stability and Moments

Author: Alizadeh S. H.   Rezakhah S.  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.42, Iss.6, 2013-03, pp. : 1087-1104

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract