Fréchet Random Noise for k-Regime-Switching Mixture Autoregressive Model by Rasaki, Olawale Olanrewaju, Anthony, Gichuhi Waititu, Nafiu, Lukman Abiodun

Subjects: “…Fréchet distribution, Expectation-Maximization, Gnedenko-Fisher Tippet, k-regime-switching, Mixture Autoregressive, Multimodalities…”
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On the Estimation of k-Regimes Switching of Mixture Autoregressive Model via Weibull Distributional Random Noise by Rasaki, Olawale Olanrewaju, Anthony, Gichuhi Waititu, Nafiu, Lukman Abiodun

“…This paper describes regime-switching, full range of shape changing distributions (multimodalities), and cycles traits that were characterized by time-varying series via Weibull distributional noise for time series with fluctuations and long-memory. …”
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