Classical and Bayesian Estimation of the AR(1) Model with Skew-Symmetric Innovations (Q5197454)
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scientific article; zbMATH DE number 7109578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classical and Bayesian Estimation of the AR(1) Model with Skew-Symmetric Innovations |
scientific article; zbMATH DE number 7109578 |
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Classical and Bayesian Estimation of the AR(1) Model with Skew-Symmetric Innovations (English)
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23 September 2019
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autoregressive model
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Bayesian inference
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EM algorithm
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maximum likelihood estimator
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skew-normal innovations
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