On a logistic mixture autoregressive model

Mathematics

• Gaussian Distribution 100%
• EM Algorithm 100%
• Model Selection 100%
• Conditionals 100%
• Wide Range 100%
• Time Series Model 100%
• Autoregressive Model 100%
• Heteroscedasticity 100%
• Predictive Distribution 100%
• Exogenous Variable 100%
• Transfer Function 100%

Keyphrases

• Threshold Autoregressive Model 100%
• Logit Mixture 100%
• Mixture Autoregressive Model 100%
• Copyright 50%
• Competing Models 50%
• EM Algorithm 50%
• Mixing Ratio 50%
• Conditional Heteroscedasticity 50%
• Nonlinear Time Series Model 50%
• Predictive Distribution 50%
• Nonlinear Time Series 50%
• Model Selection Problem 50%
• Transfer Function Model 50%
• Point Prediction 50%
• Gaussian Transfer Function 50%
• MAR Models 50%
• Autoregressive with Exogenous Variable 50%
• SETAR Model 50%