Autoregressive models with mixture of scale mixtures of Gaussian innovations (Q724914)

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scientific article; zbMATH DE number 6910677
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    Autoregressive models with mixture of scale mixtures of Gaussian innovations
    scientific article; zbMATH DE number 6910677

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      Autoregressive models with mixture of scale mixtures of Gaussian innovations (English)
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      26 July 2018
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      AR model
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      ECME algorithm
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      scale-mixtures of normal family
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      mixture distributions
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