EM-based algorithms for autoregressive models with \(t\)-distributed innovations (Q4563399)
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scientific article; zbMATH DE number 6879721
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | EM-based algorithms for autoregressive models with \(t\)-distributed innovations |
scientific article; zbMATH DE number 6879721 |
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EM-based algorithms for autoregressive models with <i>t</i>-distributed innovations (English)
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1 June 2018
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ECM and ECME algorithms
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hypothesis testing
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robustness
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power function
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scaled \(t\)-distribution
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0.8283535242080688
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0.8179433345794678
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0.8013163805007935
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0.7932341694831848
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0.7759634852409363
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