Mahmoudi, Mohammad Reza; Maleki, Mohsen; Baleanu, Dumitru; Nguye, Vu-Thanh; Pho, Kim-Hung
(2020-06)
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 ...