Likelihood-Based Inference in Autoregressive Models with Scaled<i>t</i>-Distributed Innovations by Means of EM-Based Algorithms (Q5299960)
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scientific article; zbMATH DE number 6180035
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-Based Inference in Autoregressive Models with Scaled<i>t</i>-Distributed Innovations by Means of EM-Based Algorithms |
scientific article; zbMATH DE number 6180035 |
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Likelihood-Based Inference in Autoregressive Models with Scaled<i>t</i>-Distributed Innovations by Means of EM-Based Algorithms (English)
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24 June 2013
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autoregressive process
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ECM algorithm
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ECME algorithm
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EM algorithm
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\(t\)-distribution
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0.9320181
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0.9282712
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0.8919595
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0.8754015
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0.87398016
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0.87377805
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0.87288964
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