On Construction and Estimation of Stationary Mixture Transition Distribution Models.
Xiaotian ZhengAthanasios KottasBruno SansóPublished in: J. Comput. Graph. Stat. (2022)
Keyphrases
- exponential family
- probabilistic model
- parameter estimation
- beta distribution
- gaussian model
- statistical models
- complex systems
- experimental data
- non stationary
- gaussian distribution
- mixture model
- construction process
- heavy tailed
- statistical model
- monte carlo simulation
- parametric models
- markov random field
- hidden markov models