A mixture autoregressive model based on Student’s <i>t</i>–distribution (Q5875239)
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scientific article; zbMATH DE number 7649581
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| English | A mixture autoregressive model based on Student’s <i>t</i>–distribution |
scientific article; zbMATH DE number 7649581 |
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A mixture autoregressive model based on Student’s <i>t</i>–distribution (English)
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3 February 2023
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conditional heteroskedasticity
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mixture model
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regime switching
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Student's \(t\)-distribution
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0.98196304
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0.9168762
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0.8936234
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0.8910271
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0.88420415
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0.88416815
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0.8798975
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