Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations (Q5034164)

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scientific article; zbMATH DE number 7480914
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Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations
scientific article; zbMATH DE number 7480914

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    Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations (English)
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    24 February 2022
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    EM algorithm
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    nonlinear autoregressive models
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    scale mixtures of skew normal distributions
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    sEMiparametric estimation
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    mixture models
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