Mixture transition distribution (MTD) modeling of heteroscedastic time series.

André Berchtold

Published in: Comput. Stat. Data Anal. (2003)

Keyphrases

gaussian distribution
multi variate
von mises fisher
gaussian model
expectation maximization
exponential family
mixture of gaussians
spatial distribution
subsequence matching
modeling method
symbolic representation
data sets
non stationary
mixture model
least squares
high dimensional
neural network