Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
Nhu D. Le, R. Douglas Martin, Adrian E. Raftery · Journal of the American Statistical Association · 1996
Nhu D. Le, R. Douglas Martin, Adrian E. Raftery, Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models, Journal of the American Statistical Association, Vol. 91, No. 436 (Dec., 1996), pp. 1504-1515