I've tried this kind of question before with exactly zero success. I mean I have had help with ideas and content and paper recommendations and so forth but even that was only really maybe two readers with whom I have interacted in any substantive way (good luck with the forthcoming baby btw, DC), three if we include my sister and four if we include my girlfriend rolling her eyes at any of this. Zero help with the exact math though.
I am currently working on what I'll call "gaussian mixtures for dummies" (success) but now also trying to decode a simple expectation maximization problem...but I am at a wall (fail). This is beyond my aging brain. Anyone know a simple way of helping me figure out how to back into the mix equations for my return series? The stakes are pretty low, this is personal learning not professional. I'm looking to do it in excel if I can, R if I have to and I am trying to avoid YouTube or google. My eyes weary at the effort of searching. Even a pointer to a paper that could walk me through it like a 5 year old would help. enelisvia at g mail.
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