Hypotheses testing in mixtures of time series I
Volume 3, Issue 1 (1992), pp. 47–63
Pub. online: 1 January 1992
Type: Research Article
Published
1 January 1992
1 January 1992
Abstract
The paper defines the decomposition problem of a mixture of time series into homogeneous components. First part deals with a solution based on Bayesian approach in the case of independent observations, the other part is devoted to a solution of on-line decomposition for a time series consisting of weakly stationary components.