Likelihood-Based Inference in Autoregressive Models with Scaled t-Distributed Innovations by Means of EM-Based Algorithms

Author: Haghbin H.   Nematollahi A. R.  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0918

Source: Communications in Statistics: Simulation and Computation, Vol.42, Iss.10, 2013-11, pp. : 2239-2252

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Abstract