Autoregressive models with mixture of scale mixtures of Gaussian innovations (Q724914)
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scientific article; zbMATH DE number 6910677
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive models with mixture of scale mixtures of Gaussian innovations |
scientific article; zbMATH DE number 6910677 |
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Autoregressive models with mixture of scale mixtures of Gaussian innovations (English)
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26 July 2018
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AR model
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ECME algorithm
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scale-mixtures of normal family
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mixture distributions
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