Diagnostic analysis for a vector autoregressive model under Student<sup><i>′</i></sup>s <i>t</i>‐distributions (Q6088212)
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scientific article; zbMATH DE number 7777473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic analysis for a vector autoregressive model under Student<sup><i>′</i></sup>s <i>t</i>‐distributions |
scientific article; zbMATH DE number 7777473 |
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Diagnostic analysis for a vector autoregressive model under Student<sup><i>′</i></sup>s <i>t</i>‐distributions (English)
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13 December 2023
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curvature
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maximum likelihood estimator
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perturbation scheme
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Student's \(t\)-distribution
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vector autoregressive model
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