برآورد مدل اتورگرسیو چندکی خطی با استفاده از الگوریتم EM تصادفی

DOI10.22055/JAMM.2022.39430.1988OpenAlexW4324387740MaRDI QIDQ5872340FDOQ5872340

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

Uses Software

• CAViaR

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