Peña, Daniel; Tsay, Ruey S. A testing approach to clustering scalar time series. (English) Zbl 07731499 J. Time Ser. Anal. 44, No. 5-6, 667-685 (2023). MSC: 62Mxx 62F40 62H30 62M10 PDFBibTeX XMLCite \textit{D. Peña} and \textit{R. S. Tsay}, J. Time Ser. Anal. 44, No. 5--6, 667--685 (2023; Zbl 07731499) Full Text: DOI
Kottas, Athanasios; Heiner, Matthew Autoregressive density modeling with the Gaussian process mixture transition distribution. (English) Zbl 1484.60080 J. Time Ser. Anal. 43, No. 2, 157-177 (2022). MSC: 60J20 60J35 62M09 62M10 37N25 PDFBibTeX XMLCite \textit{A. Kottas} and \textit{M. Heiner}, J. Time Ser. Anal. 43, No. 2, 157--177 (2022; Zbl 1484.60080) Full Text: DOI arXiv
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph Mixtures of nonlinear Poisson autoregressions. (English) Zbl 1468.62334 J. Time Ser. Anal. 42, No. 1, 107-135 (2021). MSC: 62M10 62B10 60G15 60B12 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 42, No. 1, 107--135 (2021; Zbl 1468.62334) Full Text: DOI Link
Wang, Yongning; Tsay, Ruey S. Clustering multiple time series with structural breaks. (English) Zbl 1419.62252 J. Time Ser. Anal. 40, No. 2, 182-202 (2019). MSC: 62M10 91B84 62M20 62F15 62H30 60J10 62P20 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{R. S. Tsay}, J. Time Ser. Anal. 40, No. 2, 182--202 (2019; Zbl 1419.62252) Full Text: DOI
Kalliovirta, Leena; Meitz, Mika; Saikkonen, Pentti A Gaussian mixture autoregressive model for univariate time series. (English) Zbl 1320.62201 J. Time Ser. Anal. 36, No. 2, 247-266 (2015). MSC: 62M10 PDFBibTeX XMLCite \textit{L. Kalliovirta} et al., J. Time Ser. Anal. 36, No. 2, 247--266 (2015; Zbl 1320.62201) Full Text: DOI Link
Gamerman, Dani; Rezende dos Santos, Thiago; Franco, Glaura C. A non-Gaussian family of state-space models with exact marginal likelihood. (English) Zbl 1306.62196 J. Time Ser. Anal. 34, No. 6, 625-645 (2013). Reviewer: Miroslav M. Ristić (Niš) MSC: 62M10 62F15 62M20 62J05 PDFBibTeX XMLCite \textit{D. Gamerman} et al., J. Time Ser. Anal. 34, No. 6, 625--645 (2013; Zbl 1306.62196) Full Text: DOI
Triantafyllopoulos, K. Multi-variate stochastic volatility modelling using Wishart autoregressive processes. (English) Zbl 1300.62083 J. Time Ser. Anal. 33, No. 1, 48-60 (2012). MSC: 62M10 91G70 91B84 62F15 62H12 62P05 PDFBibTeX XMLCite \textit{K. Triantafyllopoulos}, J. Time Ser. Anal. 33, No. 1, 48--60 (2012; Zbl 1300.62083) Full Text: DOI arXiv
De, Swarup; Faria, Álvaro E. Dynamic spatial Bayesian models for radioactivity deposition. (English) Zbl 1273.62234 J. Time Ser. Anal. 32, No. 6, 607-617 (2011). MSC: 62M30 62M20 62P12 62C10 PDFBibTeX XMLCite \textit{S. De} and \textit{Á. E. Faria}, J. Time Ser. Anal. 32, No. 6, 607--617 (2011; Zbl 1273.62234) Full Text: DOI Link
Coke, Geoffrey; Tsao, Min Random effects mixture models for clustering electrical load series. (English) Zbl 1226.91048 J. Time Ser. Anal. 31, No. 6, 451-464 (2010). MSC: 91B84 62H30 62M10 PDFBibTeX XMLCite \textit{G. Coke} and \textit{M. Tsao}, J. Time Ser. Anal. 31, No. 6, 451--464 (2010; Zbl 1226.91048) Full Text: DOI
Bartolucci, Francesco; Farcomeni, Alessio A note on the mixture transition distribution and hidden Markov models. (English) Zbl 1224.62030 J. Time Ser. Anal. 31, No. 2, 132-138 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M05 65C60 62P05 91G70 PDFBibTeX XMLCite \textit{F. Bartolucci} and \textit{A. Farcomeni}, J. Time Ser. Anal. 31, No. 2, 132--138 (2010; Zbl 1224.62030) Full Text: DOI
Aknouche, Abdelhakim; Rabehi, Nadia On an independent and identically distributed mixture bilinear time-series model. (English) Zbl 1224.62043 J. Time Ser. Anal. 31, No. 2, 113-131 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{N. Rabehi}, J. Time Ser. Anal. 31, No. 2, 113--131 (2010; Zbl 1224.62043) Full Text: DOI
Zhang, Zhiqiang; Li, Wai Keung; Yuen, Kam Chuen On a mixture GARCH time-series model. (English) Zbl 1115.62094 J. Time Ser. Anal. 27, No. 4, 577-597 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 65C60 91B28 PDFBibTeX XMLCite \textit{Z. Zhang} et al., J. Time Ser. Anal. 27, No. 4, 577--597 (2006; Zbl 1115.62094) Full Text: DOI