On a mixture autoregressive model

Keyphrases

• Mixture Autoregressive Model 100%
• Competing Models 50%
• Shape Change 50%
• Conditional Distribution 50%
• Gaussian Mixture 50%
• Mixture Transition Distribution 50%
• Copyright 25%
• Autocorrelation 25%
• Royal 25%
• EM Algorithm 25%
• Conditional Heteroscedasticity 25%
• Modeling Time 25%
• Stationarity Conditions 25%
• Predictive Distribution 25%
• Nonlinear Time Series 25%
• Heteroscedasticity 25%
• Model Selection Problem 25%
• Condition Function 25%

Mathematics

• Autoregressive Model 100%
• Gaussian Distribution 50%
• Heteroscedasticity 50%
• Conditional Distribution 50%
• Real Data 25%
• EM Algorithm 25%
• Model Selection 25%
• Conditionals 25%
• Stationarity 25%
• Autocorrelation Function 25%
• Time Series Modeling 25%
• Predictive Distribution 25%
• Coworkers 25%