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Article: On Mixture Double Autoregressive Time Series Models

TitleOn Mixture Double Autoregressive Time Series Models
Authors
Li, GZHU, QLIU, ZLi, WK
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?
DOI: http://dx.doi.org/10.1080/07350015.2015.1102735
Persistent Identifierhttp://hdl.handle.net/10722/240351
ISSN
0735-0015
2021 Impact Factor: 5.309
2020 SCImago Journal Rankings: 5.062
ISI Accession Number ID
WOS:000398183000011

 

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-

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