برآورد مدل اتورگرسیو چندکی خطی با استفاده از الگوریتم EM تصادفی

DOI10.22055/JAMM.2022.39430.1988OpenAlexW4324387740MaRDI QIDQ5872340

Mohammad Ali Bahmani

Publication date: 27 January 2023

Full work available at URL: https://doaj.org/article/bf1a509f640242e096892e52b8df64f3

zbMATH Keywords

asymmetric Laplace distributionstochastic EM algorithmquantile autoregressive model

Mathematics Subject Classification ID

Statistics (62-XX) Systems theory; control (93-XX)

Uses Software

• CAViaR

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