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Bayesian mixture of autoregressive models
John Lau
, M.K.P. So
Research output
:
Contribution to journal
›
Article
›
peer-review
25
Citations (Scopus)
Overview
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Dive into the research topics of 'Bayesian mixture of autoregressive models'. Together they form a unique fingerprint.
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Engineering
Simulated Data
100%
Real Data
100%
Mixture Component
100%
Model Uncertainty
100%
Dirichlet
100%
Prior Process
100%
Illustrates
100%
Outlier Detection
100%
Mathematics
Bayesian
100%
Autoregressive Model
100%
Sampling Scheme
33%
Finite Mixture Model
33%
Simulated Data
33%
Real Data
33%
Mixture Distribution
33%
Outlier Detection
33%