Mika Meitz
- A mixture autoregressive model based on Student's t-distribution
2018/05/10 by Mika Meitz, Meitz, Mika, Daniel Preve +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)