Estimation in the Mixture Transition Distribution Model
نویسندگان
چکیده
منابع مشابه
Estimation of the Mixture Transition Distribution Model
This paper introduces a new iterative algorithm for the estimation of the Mixture Transition Distribution model (MTD). It does not require the use of any speciic external optimization procedure and can therefore be programmed in any computing language. Comparisons with previously published results show that this new algorithm performs at least as good or better than other methods. The choice of...
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متن کاملEstimation of theMixture Transition Distribution
This paper introduces a new iterative algorithm for the estimation of the Mixture Transition Distribution model (MTD). It does not require the use of any speci c external optimization procedure and can therefore be programmed in any computing language. Comparisons with previously published results show that this new algorithm performs at least as good or better than other methods. The choice of...
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ژورنال
عنوان ژورنال: Journal of Time Series Analysis
سال: 2001
ISSN: 0143-9782,1467-9892
DOI: 10.1111/1467-9892.00231