EM-based algorithms for autoregressive models with t-distributed innovations
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Publication:4563399
DOI10.1080/03610918.2017.1280164zbMath1392.62274OpenAlexW2574247507MaRDI QIDQ4563399
Publication date: 1 June 2018
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2017.1280164
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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