On a mixture vector autoregressive model

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%