Autoregressive models with mixture of scale mixtures of Gaussian innovations (Q724914)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Autoregressive models with mixture of scale mixtures of Gaussian innovations |
scientific article |
Statements
Autoregressive models with mixture of scale mixtures of Gaussian innovations (English)
0 references
26 July 2018
0 references
AR model
0 references
ECME algorithm
0 references
scale-mixtures of normal family
0 references
mixture distributions
0 references