Modeling nonlinearities with mixtures-of-experts of time series models
We discuss a class of nonlinear models based on mixtures-of-experts of regressions of exponential family time series models, where the covariates include functions of lags of the dependent variable as well as external covariates. The discussion covers results on model identifiability, stochastic sta...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2006-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/IJMMS/2006/19423 |