Reasoning about Non-linear AR Models Using Expectation Maximization

Journal of Forecasting

Volumn 22, Issue 6-7, 2003, Pages 479-490

  Arnold, Matthias ^a  

^a FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

Author keywords

Expectation maximization; Hidden Markov models; Non linear autoregressive modelling; SETAR models

Indexed keywords

ALGORITHMS; MARKOV PROCESSES; MATHEMATICAL MODELS; OPTIMIZATION; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

AUTOREGRESSIVE MODELS;

FORECASTING;

EID: 0345376904     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.866     Document Type: Article

References (13)

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