Fréchet Random Noise for k-Regime-Switching Mixture Autoregressive Model
This paper describes Fréchet distribution as a random noise for capturing multimodalities, regime-switching and change-points attributed to uniformly time-varying series via causality of fluctuations, extreme values and heavy-tailed time series. Fréchet Mixture Autoregressive (FMAR) model of k-reg...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Published: |
American Journal of Mathematics and Statistics
2021
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.12493/488 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!