File Download

There are no files associated with this item.

  Links for fulltext
     (May Require Subscription)
Supplementary

Article: On Mixture Double Autoregressive Time Series Models

TitleOn Mixture Double Autoregressive Time Series Models
Authors
KeywordsDouble autoregressive model
EM algorithm
Mixture model
Stationarity
Issue Date2017
PublisherAmerican Statistical Association.
Citation
Journal of Business & Economic Statistics, 2017, v. 35, p. 306-317 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/240351
ISSN
2019 Impact Factor: 2.935
2015 SCImago Journal Rankings: 2.566
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorLi, G-
dc.contributor.authorZHU, Q-
dc.contributor.authorLIU, Z-
dc.contributor.authorLi, WK-
dc.date.accessioned2017-04-19T08:23:17Z-
dc.date.available2017-04-19T08:23:17Z-
dc.date.issued2017-
dc.identifier.citationJournal of Business & Economic Statistics, 2017, v. 35, p. 306-317-
dc.identifier.issn0735-0015-
dc.identifier.urihttp://hdl.handle.net/10722/240351-
dc.languageeng-
dc.publisherAmerican Statistical Association. -
dc.relation.ispartofJournal of Business & Economic Statistics-
dc.subjectDouble autoregressive model-
dc.subjectEM algorithm-
dc.subjectMixture model-
dc.subjectStationarity-
dc.titleOn Mixture Double Autoregressive Time Series Models-
dc.typeArticle-
dc.identifier.emailLi, G: gdli@hku.hk-
dc.identifier.emailLi, WK: hrntlwk@hkucc.hku.hk-
dc.identifier.authorityLi, G=rp00738-
dc.identifier.authorityLi, WK=rp00741-
dc.identifier.doi10.1080/07350015.2015.1102735-
dc.identifier.scopuseid_2-s2.0-85015003511-
dc.identifier.hkuros271739-
dc.identifier.volume35-
dc.identifier.spage306-
dc.identifier.epage317-
dc.identifier.eissn1537-2707-
dc.identifier.isiWOS:000398183000011-
dc.publisher.placeUSA-
dc.identifier.issnl0735-0015-

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats