A truncated mixture transition model for interval-valued time series
Yun Luo and Gloria González-Rivera
| Year of publication: |
2024
|
|---|---|
| Authors: | Luo, Yun ; González-Rivera, Gloria |
| Subject: | EM algorithm | interval-valued data | mixture transition model | truncated normal distribution | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Algorithmus | Algorithm | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbad022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015338771