On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled <i>t</i>-distributed innovations (Q6114232)
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scientific article; zbMATH DE number 7710544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled <i>t</i>-distributed innovations |
scientific article; zbMATH DE number 7710544 |
Statements
On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled <i>t</i>-distributed innovations (English)
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11 July 2023
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autoregressive models
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multivariate generalized scaled \(t\) distribution
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VAR models
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ECM algorithm
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ECME algorithms
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BHHH algorithm
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