Estimation in multivariate nonnormal distributions with stochastic variance function
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Publication:2252743
DOI10.1016/j.cam.2013.06.032zbMath1291.62115OpenAlexW3023807105MaRDI QIDQ2252743
Publication date: 23 July 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2013.06.032
least squarescorrelation coefficientmodified maximum likelihoodmultivariate \(t\)-distributionmultivariate nonnormal distributionshort-tailed distribution
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Cites Work
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