Robust estimation using multivariate t innovations for vector autoregressive models via ECM algorithm

DOI10.1080/02664763.2020.1742297OpenAlexW3011945393MaRDI QIDQ5861541

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Publication date: 1 March 2022

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1742297

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