Approximate parameter estimation for mixtures of vector autoregressive stationary time series models

Dimiter Petrov, Dimiter Tsvetkov, Lyubomir Hristov. Approximate parameter estimation for mixtures of vector autoregressive stationary time series models. In Boris Rachev, Angel Smrikarov, Dimo Dimov, editors, Proceedings of the 2007 International Conference on Computer Systems and Technologies, CompSysTech 2007, Rousse, Bulgaria, June 14-15, 2007. Volume 285 of ACM International Conference Proceeding Series, pages 58, ACM, 2007. [doi]

Abstract

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