Bayesian mixture of autoregressive models

Computational Statistics and Data Analysis

Volumn 53, Issue 1, 2008, Pages 38-60

  Lau, John W ^a   So, Mike K P ^b  

^a UNIVERSITY OF THE WITWATERSRAND   (South Africa)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

BAYESIAN NETWORKS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; UNCERTAINTY ANALYSIS;

AUTOREGRESSIVE MODEL; AUTOREGRESSIVE MODELING; BAYESIAN MIXTURES; BAYESIAN PREDICTION; BAYESIAN SAMPLING; DIRICHLET PROCESS; FINITE MIXTURE MODELS; MIXTURE COMPONENTS; MIXTURE DISTRIBUTIONS; MODEL UNCERTAINTIES; MOST PROBABLE NUMBER; NUMBER OF COMPONENTS; NUMERICA L RESULTS; OUTLIER DETECTION; REAL DATA; TIME-SERIES; UNKNOWN PARAMETERS;

MIXTURES;

EID: 49649096056     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.06.001     Document Type: Article

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