Mixture periodic autoregressive time series models Article (Web of Science)

cited authors

  • Shao, Q

authors

publication date

  • March 15, 2006

webpage

published in

author keyword

  • EM algorithm
  • mixture periodic autoregressive models
  • periodic autocovariances
  • periodically correlated time series

category

start page

  • 609

end page

  • 618

volume

  • 76

issue

  • 6