A mixture autoregressive model based on Student’s t–distribution
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Publication:5875239
DOI10.1080/03610926.2021.1916531OpenAlexW3161991525MaRDI QIDQ5875239
Pentti Saikkonen, Daniel Preve, Mika Meitz
Publication date: 3 February 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.04010
Related Items (3)
On Construction and Estimation of Stationary Mixture Transition Distribution Models ⋮ A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions ⋮ StMAR
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