شماره ركورد كنفرانس
3140
عنوان مقاله
Hidden Markov Mixture Autoregressive Models: Stability and Moments for Order p
عنوان به زبان ديگر
Hidden Markov Mixture Autoregressive Models: Stability and Moments for Order p
پديدآورندگان
Rezakhah S نويسنده Faculty of Mathematics and Computer Science - Amirkabir University of Institute of Research in Fundamental Sciences 746 - Tehran - ran , Hossein-Alizadeh S نويسنده Faculty of Mathematics and Computer Science - Amirkabir University of Institute of Research in Fundamental Sciences 746 - Tehran - ran
تعداد صفحه
8
كليدواژه
Hidden Markov model , stability , Mixture Autoregressive Model
سال انتشار
1391
عنوان كنفرانس
يازدهمين كنفرانس آمار ايران
زبان مدرك
فارسی
چكيده لاتين
In this paper, we introduce a new approach to model nonlinear time series, namely Hidden Markov Mixture Autoregressive HMI-MARK,p) model. We also investigate limiting behavior of unconditional first moment of a process, and derive an appropriate upper bound for the limiting value of the variance. Further we show convergence and stability of the second moment.
شماره مدرك كنفرانس
4219389
سال انتشار
1391
از صفحه
1
تا صفحه
8
سال انتشار
1391
لينک به اين مدرک