Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm (Q781368)

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scientific article; zbMATH DE number 7221947
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Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm
scientific article; zbMATH DE number 7221947

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    Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm (English)
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    16 July 2020
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    autoregressive stationary process
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    EM algorithm
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    linear regression
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    skew distributions
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