Time series modeling via hierarchical mixtures

Statistica Sinica

Volumn 13, Issue 4, 2003, Pages 1097-1118

  Huerta, Gabriel ^a   Jiang, Wenxin ^b   Tanner, Martin A ^b  

^a UNIVERSITY OF NEW MEXICO   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Covariables; EM algorithm; Hierarchical mixture; Markov Chain Monte Carlo; Time series

Indexed keywords

EID: 0346968370     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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