The Mixture Transition Distribution Model for High-Order Markov Chains and Non-Gaussian Time Series 论文

2002Statistical Science引用 226
DOIPDF
Bayesian Methods and Mixture ModelsFinancial Risk and Volatility ModelingStatistical Methods and Bayesian Inference
Statistical Methods and Bayesian InferenceBayesian Methods and Mixture ModelsFinancial Risk and Volatility Modeling
相关技术:Statistical Methods and Bayesian InferenceBayesian Methods and Mixture ModelsFinancial Risk and Volatility Modeling
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The Mixture Transition Distribution Model for High-Order Markov Chains and Non-Gaussian Time Series · 作者

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Adrian E. Raftery

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André Berchtold