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Robust estimation using multivariate t innovations for vector autoregressive models via ECM algorithm
by
Nduka, Uchenna C.
,
Ugah, Tobias E.
,
Izunobi, Chinyeaka H.
Published in
Journal of applied statistics
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Journal Of Applied Statistics
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Algorithms
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Autoregressive Models
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Em Algorithms
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Estimators
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Mathematics
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Maximum Likelihood Estimation
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Multivariate Analysis
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Multivariate T Distribution
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Normal Distribution
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Physical Sciences
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Robust Estimation
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Robustness
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Science & Technology
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Statistical Methods
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Statistics & Probability
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Vector Autoregressive Model
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