Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions (Q5106838)
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scientific article; zbMATH DE number 7191989
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English | Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions |
scientific article; zbMATH DE number 7191989 |
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Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions (English)
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22 April 2020
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autoregressive models
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ECME algorithm
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finite mixture distributed innovations
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maximum a-posteriori probabilities
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non-Gaussian time series
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SMSN family
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