Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models (Q1987420)
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scientific article; zbMATH DE number 7189420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models |
scientific article; zbMATH DE number 7189420 |
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Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models (English)
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15 April 2020
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ECME-algorithm
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autoregressive model
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maximum likelihood estimates
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scale mixtures of normal family
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two-piece distributions
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