On a Mixture Vector Autoregressive Model
P. W. Fong, W. K. Li, C. W. Yau and C. S. Wong
- 期刊名称The Canadian Journal of Statistics / La Revue Canadienne de Statistique
- 作者P. W. Fong, W. K. Li, C. W. Yau and C. S. Wong
- 卷第35卷
- 期第1期
- 印刷ISSN0319-5724
- 文件大小1161.60KB
- 发表时间2007-03
- DOI10.2307/20445243
- 页码135-150