State Space Representation of Mixture Autoregressive Model
Author(s) -
Mohammad Reza Yeganegi,
Rahim Chinipardaz
Publication year - 2019
Publication title -
journal of statistical sciences
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2783-2929
pISSN - 1735-8183
DOI - 10.29252/jss.13.1.235
Subject(s) - autoregressive model , smoothing , state space representation , state space , mathematics , state vector , representation (politics) , generalization , monte carlo method , dimension (graph theory) , state (computer science) , mixing (physics) , algorithm , statistics , mathematical analysis , combinatorics , physics , classical mechanics , quantum mechanics , politics , political science , law
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