uGMAR

Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR), Student's t Mixture Autoregressive (StMAR), and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models, quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes. doi:10.1111/jtsa.12108, doi:10.1080/03610926.2021.1916531, doi:10.1515/snde-2020-0060.

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