Modeling Flat Stretches, Bursts Outliers in Time Series Using Mixture Transition Distribution Models

Journal of the American Statistical Association

Volumn 91, Issue 436, 1996, Pages 1504-1515

  Le, Nhu D ^a   Raftery, Adrian E ^b   Martin, R Douglas ^b  

^a BRITISH COLUMBIA CANCER AGENCY   (Canada)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Autocorrelation; Autoregressive integrated moving average model; EM algorithm; Mixture transition distribution; Non Gaussian time series; Stationarity

Indexed keywords

EID: 0030327109     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1996.10476718     Document Type: Article

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