Gaussian mixture vector autoregression
Year of publication: |
2014
|
---|---|
Authors: | Kalliovirta, Leena ; Meitz, Mika ; Saikkonen, Pentti |
Publisher: |
Helsinki : HECER |
Subject: | VAR-Modell | VAR model | Modellierung | Scientific modelling | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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