"The expectation-maximization algorithm for autoregressive models with ..."

Monika Singh Dhull, Arun Kumar, Agnieszka Wylomanska (2024)

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DOI: 10.1080/03610918.2023.2186334

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type: Journal Article

metadata version: 2025-03-03

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Monika Singh Dhull, Arun Kumar, Agnieszka Wylomanska:
The expectation-maximization algorithm for autoregressive models with normal inverse Gaussian innovations. Commun. Stat. Simul. Comput. 53(11): 5421-5441 (2024)

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