On mixture double autoregressive time series models

Keyphrases

• Double Autoregressive Model 100%
• Autoregressive Time Series Model 100%
• Copyright 33%
• Mixture Model 33%
• Two-component 33%
• Maximum Likelihood Estimation 33%
• Model Selection 33%
• Information Criteria 33%
• Mixing Ratio 33%
• Expectation-maximization Algorithm 33%
• Monte Carlo Experiment 33%
• American Statistical Association 33%
• Probabilistic Properties 33%
• Conditional Heteroscedastic Models 33%
• Time-varying Property 33%
• Logit Mixture 33%
• Strict Stationarity 33%
• Higher-order Moments 33%

Mathematics

• Time Series Model 100%
• Autoregressive Model 100%
• Monte Carlo 33%
• Maximum Likelihood Estimation 33%
• Model Selection 33%
• Information Criterion 33%
• Conditionals 33%
• Mixture Model 33%
• Strict Stationarity 33%