Robust Autoregression: Student-t Innovations Using Variational Bayes
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- Regularized LTI system identification in the presence of outliers: a variational EM approach
- EM-based algorithms for autoregressive models with \(t\)-distributed innovations
- Student-t Process Regression with Dependent Student-t Noise
- Autoregressive processes with generalized hyperbolic innovations
- Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
- Likelihood-Based Inference in Autoregressive Models with Scaledt-Distributed Innovations by Means of EM-Based Algorithms
- Some empirical findings on neural network-based forecasting when subjected to autoregressive resampling
- The expectation-maximization algorithm for autoregressive models with normal inverse Gaussian innovations
- Autoregressive models with mixture of scale mixtures of Gaussian innovations
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