Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm (Q781368)
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scientific article; zbMATH DE number 7221947
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| English | Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm |
scientific article; zbMATH DE number 7221947 |
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Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm (English)
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16 July 2020
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autoregressive stationary process
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EM algorithm
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linear regression
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skew distributions
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0.8172048330307007
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0.8105255961418152
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0.7959601283073425
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0.7931398749351501
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0.7753638029098511
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