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swMATH44553MaRDI QIDQ5972875FDOQ5972875

Author name not available (Why is that?)

Official website: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3237368

Described by source

• A mixture autoregressive model based on Student’s t–distribution

Cited In (2)

• hddtools
• On Construction and Estimation of Stationary Mixture Transition Distribution Models

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