Bolano, Danilo; Berchtold, André General framework and model building in the class of hidden mixture transition distribution models. (English) Zbl 1468.62029 Comput. Stat. Data Anal. 93, 131-145 (2016). MSC: 62-08 62M10 62P25 × Cite Format Result Cite Review PDF Full Text: DOI
Berchtold, André Mixture transition distribution (MTD) modeling of heteroscedastic time series. (English) Zbl 1256.62048 Comput. Stat. Data Anal. 41, No. 3, 399-411 (2003). MSC: 62M10 65C60 × Cite Format Result Cite Review PDF Full Text: DOI