Pages that link to "Item:Q5084753"
From MaRDI portal
The following pages link to Maximum likelihood estimation in vector autoregressive models with multivariate scaled <i>t</i>-distributed innovations using EM-based algorithms (Q5084753):
Displaying 3 items.
- Likelihood-Based Inference in Autoregressive Models with Scaled<i>t</i>-Distributed Innovations by Means of EM-Based Algorithms (Q5299960) (← links)
- Robust estimation using multivariate <i>t</i> innovations for vector autoregressive models via ECM algorithm (Q5861541) (← links)
- On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled <i>t</i>-distributed innovations (Q6114232) (← links)
