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On a mixture vector autoregressive model
P. W. FONG
,
Wai Keung LI
, C. W. YAU
, C. S. WONG
Department of Mathematics and Information Technology (MIT)
Research output
:
Contribution to journal
›
Articles
›
peer-review
40
Citations (Scopus)
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Keyphrases
Vector Autoregressive Model
100%
Stationarity Conditions
100%
Second-order Stationarity
100%
Copyright
50%
Mixture Model
50%
EM Algorithm
50%
Real Application
50%
Multivariate Model
50%
Diagnostic Checking
50%
Mixture Autoregressive Model
50%
Multivariate Time Series
50%
Statistical Society of Canada
50%
Arbitrary Order
50%
Univariate Case
50%
Mathematics
Autoregressive Model
100%
Stationarity
100%
EM Algorithm
50%
Mixture Model
50%
Multivariate Case
50%
Univariate Case
50%
Computer Science
Stationarity Condition
100%
Real Application
50%
Univariate Case
50%
Arbitrary Order
50%
Multivariate Time Series
50%