A mixture autoregressive model based on Gaussian and Student’s t-distributions

DOI10.1515/SNDE-2020-0060MaRDI QIDQ75803FDOQ75803

Authors: Savi Virolainen 

Publication date: 15 July 2021

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Cited In (1)

• uGMAR

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