Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm

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Publication:2146464

DOI10.1016/j.jmva.2022.105026zbMath1493.62307OpenAlexW4281285846WikidataQ113870427 ScholiaQ113870427MaRDI QIDQ2146464

Yeşim Güney, Olcay Arslan, Fulya Gokalp Yavuz

Publication date: 16 June 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105026





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