The expectation-maximization algorithm for autoregressive models with normal inverse Gaussian innovations.
| Autor: | Dhull, Monika S.1 (AUTHOR) 2018maz0005@iitrpr.ac.in, Kumar, Arun1 (AUTHOR), Wyłomańska, Agnieszka2 (AUTHOR) |
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| Zdroj: | Communications in Statistics: Simulation & Computation. 2024, Vol. 53 Issue 11, p5421-5441. 21p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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