scientific article; zbMATH DE number 706367
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Publication:4317916
zbMath0825.62431MaRDI QIDQ4317916
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Publication date: 28 November 1995
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method ⋮ Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms ⋮ Estimating parameters in autoregressive models with asymmetric innovations
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