Showing 1 - 6 of 6
An EM algorithm for fitting mixtures of autoregressions of low order is constructed and the properties of the estimators are explored on simulated and real datasets. The mixture model incorporates a component with an improper density, which is intended for outliers. The model is proposed as an...
Persistent link: https://www.econbiz.de/10010848612
Persistent link: https://www.econbiz.de/10005602893
Persistent link: https://www.econbiz.de/10005602929
Persistent link: https://www.econbiz.de/10005376104
Persistent link: https://www.econbiz.de/10005376155
Persistent link: https://www.econbiz.de/10005156052