برآورد مدل اتورگرسیو چندکی خطی با استفاده از الگوریتم EM تصادفی

DOI10.22055/JAMM.2022.39430.1988MaRDI QIDQ5872340zbMATH OpenOpenAlexFDO

Authors Mohammad Ali Bahmani

Publication date 27 January 2023

Full work available at URL https://doaj.org/article/bf1a509f640242e096892e52b8df64f3

zbMATH Keywords

stochastic EM algorithmasymmetric Laplace distributionquantile autoregressive model

Mathematics Subject Classification ID

Statistics (62-XX) Systems theory; control (93-XX)

Cited in

(1)

• Estimation of linear composite quantile regression using EM algorithm

Describes a project that uses

Uses Software

• CAViaR

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