Likelihood-Based Inference in Autoregressive Models with Scaled<i>t</i>-Distributed Innovations by Means of EM-Based Algorithms (Q5299960)
From MaRDI portal
scientific article; zbMATH DE number 6180035
Language | Label | Description | Also known as |
---|---|---|---|
English | Likelihood-Based Inference in Autoregressive Models with Scaled<i>t</i>-Distributed Innovations by Means of EM-Based Algorithms |
scientific article; zbMATH DE number 6180035 |
Statements
Likelihood-Based Inference in Autoregressive Models with Scaled<i>t</i>-Distributed Innovations by Means of EM-Based Algorithms (English)
0 references
24 June 2013
0 references
autoregressive process
0 references
ECM algorithm
0 references
ECME algorithm
0 references
EM algorithm
0 references
\(t\)-distribution
0 references
0 references