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1805.04010
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A mixture autoregressive model based on Student's
t
t
t
-distribution
10 May 2018
Mika Meitz
D. Preve
P. Saikkonen
Re-assign community
ArXiv (abs)
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Papers citing
"A mixture autoregressive model based on Student's $t$-distribution"
2 / 2 papers shown
Title
Testing for observation-dependent regime switching in mixture autoregressive models
Mika Meitz
P. Saikkonen
26
15
0
10 Nov 2017
On the Conditional Distribution of the Multivariate
t
t
t
Distribution
Peng Ding
48
86
0
02 Apr 2016
1
