Mixture models for times series

This thesis reviews some known results for the class of mixture models introduced by Jalali and Pemberton (1995) and presents two examples from the literature, which are based on the theory. The first has a countable number of mixture elements while the second has a finite number, <I>K</I&g...

Full description

Bibliographic Details
Main Author: James, S. D.
Published: Swansea University 2001
Subjects:
510
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.637395