Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm (Q781368)
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English | Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm |
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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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