StMAR

MaRDI QIDQ5972875swMATHFDO

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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