Efficient algorithms for robust estimation in autoregressive regression models using Student’s<i>t</i>distribution (Q5087940)
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scientific article; zbMATH DE number 7552579
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| English | Efficient algorithms for robust estimation in autoregressive regression models using Student’s<i>t</i>distribution |
scientific article; zbMATH DE number 7552579 |
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Efficient algorithms for robust estimation in autoregressive regression models using Student’s<i>t</i>distribution (English)
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4 July 2022
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autoregression
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EM-type algorithms
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known and unknown degrees of freedom
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outliers
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Student's \(t\) distribution
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