Further results on a modified EM algorithm for parameter estimation in linear models with time-dependent autoregressive and t-distributed errors (Q2419636)
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scientific article; zbMATH DE number 7066180
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| English | Further results on a modified EM algorithm for parameter estimation in linear models with time-dependent autoregressive and t-distributed errors |
scientific article; zbMATH DE number 7066180 |
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Further results on a modified EM algorithm for parameter estimation in linear models with time-dependent autoregressive and t-distributed errors (English)
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14 June 2019
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linear model
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time-dependent AR process
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scaled t-distribution
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self-tuning robust estimator
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EM algorithm
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vibration analysis
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0.7932341694831848
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0.7623432278633118
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0.7511776685714722
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0.7387773990631104
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