1Le,N.D.,R.D.Martin,A.E.Raftery.Modeling Flat Stretches[J].Bursts,and Outliers in Time Series Using Mixture Transition Distri Bution Models, 1996, (91),.
2Wong,C.S.,W.K.Li. On a Mixture Autoregressive Model[J]J.Roy. Statist.Soc.B, 2000, (62).
3Chun Shan Wong,Wai Keung Li. On a Mixture Autoregressive Conditional Heteroscedastic Model[J]. Journal of the American Statistical Association, 2001, (96).
4Benes V E. Existence of Finite Invariant Measures for Markov Processes [C]. Proceedings of the American Mathematical Society, 1967, (18).
5Anindya Roy, Wayne A. Fuller, YanYan Zhou.A Likelihood Based Estimator for Vector Autoregressive Processes Statistical Methodology, 2009, 6(3).
9Wu, C.F.J. On the Convergence Properties of the EM Algorithm [R].The Annals of Statistics, 1983, ( 11 ).
10Tong, H. Non-linear Time Series [M].New York: Oxford Univer Sity Press, 1990.
二级参考文献9
1陆懋祖.高等时间序列经济计量学[M].上海人民出版社,1998..
2Chun Shan Wong and Wai Keung Li, On a Mixture Autoregressive Model [J]. J.R.Statist.Soc.B, 2000, 62(1): 95-115.
3Chun Shan Wong and Wai Keung Li, On a Mixture Autoregressive Conditional Heteroscedastic Model [J]. Journal of the American Statistical Association, 2001, 96: 982-994.
4Benes V E. Existence of Finite Invariant Measures for Markov Processes [C]. Proceedings of the American Mathematical Society, 1967, 18: 1058-1061.
5Goldberg S. Difference Equations [M]. New York: Wiley. 1958.
6Wu, C.F.J, On the Convergence Properties of the EM Algorithm [R]. The Annals of Statistics, 1983, 11: 95-103.
7Box G. E P. Jenkins, G.M. and Reinsel,G.C. Time Series Analysis: Foreca-sting and Control [M]. 3rd edn. Englewood Cliffs: Prentice Hall 1994.
8Tong, H. Non-linear Time Series [M]. New York: Oxford University Press, 1990.
9Nhu.D. LE, R. Douglas Martin, and Adrian E. Raftery, Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models [J]. Journal of the American Statistical Association, 1996, 91: 1504-1515.
