Maximum likelihood estimation for non-stationary location models with mixture of normal distributions (Q6193025)
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scientific article; zbMATH DE number 7803941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for non-stationary location models with mixture of normal distributions |
scientific article; zbMATH DE number 7803941 |
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Maximum likelihood estimation for non-stationary location models with mixture of normal distributions (English)
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13 February 2024
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time-varying parameters
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asymmetric and heavy-tailed distributions
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robust filter
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invertibility
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consistency
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asymptotic normality
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