Bolano, Danilo; Berchtold, André General framework and model building in the class of hidden mixture transition distribution models. (English) Zbl 1468.62029 Comput. Stat. Data Anal. 93, 131-145 (2016). MSC: 62-08 62M10 62P25 PDFBibTeX XMLCite \textit{D. Bolano} and \textit{A. Berchtold}, Comput. Stat. Data Anal. 93, 131--145 (2016; Zbl 1468.62029) Full Text: DOI
Zhu, Fukang; Li, Qi; Wang, Dehui A mixture integer-valued ARCH model. (English) Zbl 1184.62159 J. Stat. Plann. Inference 140, No. 7, 2025-2036 (2010). MSC: 62M10 62H12 65C60 PDFBibTeX XMLCite \textit{F. Zhu} et al., J. Stat. Plann. Inference 140, No. 7, 2025--2036 (2010; Zbl 1184.62159) Full Text: DOI
Lau, John W.; Siu, Tak Kuen Modelling long-term investment returns via Bayesian infinite mixture time series models. (English) Zbl 1224.91068 Scand. Actuar. J. 2008, No. 4, 243-282 (2008). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 91G70 62M10 62F15 91G50 PDFBibTeX XMLCite \textit{J. W. Lau} and \textit{T. K. Siu}, Scand. Actuar. J. 2008, No. 4, 243--282 (2008; Zbl 1224.91068) Full Text: DOI
Hardy, Mary R.; Freeland, R. Keith; Till, Matthew C. Validation of long-term equity return models for equity-linked guarantees. (English) Zbl 1480.91213 N. Am. Actuar. J. 10, No. 4, 28-47 (2006). MSC: 91G05 62P05 62M10 PDFBibTeX XMLCite \textit{M. R. Hardy} et al., N. Am. Actuar. J. 10, No. 4, 28--47 (2006; Zbl 1480.91213) Full Text: DOI