A Bayesian Approach to Heavy-Tailed Finite Mixture Autoregressive Models

Baleanu, DumitruMahmoudi, Mohammad RezaNguyen, Vu-ThanhMaleki, MohsenPho, Kim-Hung2026-04-032026-04-0320202073-8994https://hdl.handle.net/20.500.12416/15960https://doi.org/10.3390/SYM12060929eninfo:eu-repo/semantics/openAccessNon-Linear Time SeriesSMSN DistributionsGibbs SamplingFinite Mixture Autoregressive ModelsMCMC MethodA Bayesian Approach to Heavy-Tailed Finite Mixture Autoregressive ModelsArticle10.3390/SYM120609292-s2.0-85089195675