
State Space Representation of Mixture Autoregressive Model
Author(s) -
Mohammad Reza Yeganegi,
Rahim Chinipardaz
Publication year - 2019
Publication title -
majallah-i ̒ulūm-i āmārī/majallah-i ̒ulūm-i āmārī
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 , mathematics , state space , state vector , generalization , representation (politics) , monte carlo method , dimension (graph theory) , state (computer science) , mixing (physics) , algorithm , mathematical analysis , statistics , combinatorics , physics , classical mechanics , quantum mechanics , politics , political science , law