Showing 1 - 5 results of 5 for search '"regime switching"', query time: 0.02s Refine Results
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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

    Published 2021
    Subjects: “…Expectation-Maximization, k-regimes, Mixture Autoregressive model, Regime-switching, Weibull Distribution…”
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    Article
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    Fréchet Random Noise for k-Regime-Switching Mixture Autoregressive Model by Rasaki, Olawale Olanrewaju, Anthony, Gichuhi Waititu, Nafiu, Lukman Abiodun

    Published 2021
    Subjects: “…Fréchet distribution, Expectation-Maximization, Gnedenko-Fisher Tippet, k-regime-switching, Mixture Autoregressive, Multimodalities…”
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    Article
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