In this paper, a Bayesian analysis of finite mixture autoregressive (MAR) models based on the assumption of scale mixtures of skew-normal (SMSN) innovations (called SMSN-MAR) is considered. This model is not simultaneously ...

In time series analysis, comparing spectral densities of several processes with almost peri-odic spectra is an interested problem. The contribution of this work is to give a technique to com-pare and to cluster the spectral ...