Mirniam, A. S.; Nematollahi, A. R. Maximum likelihood estimation in vector autoregressive models with multivariate scaled \(t\)-distributed innovations using EM-based algorithms. (English) Zbl 07549497 Commun. Stat., Simulation Comput. 47, No. 3, 890-904 (2018). MSC: 62M10 37M10 × Cite Format Result Cite Review PDF Full Text: DOI
Ho, Hsiu J.; Pyne, Saumyadipta; Lin, Tsung I. Maximum likelihood inference for mixtures of skew Student-\(t\)-normal distributions through practical EM-type algorithms. (English) Zbl 1322.62087 Stat. Comput. 22, No. 1, 287-299 (2012). MSC: 62F10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI