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A Student t -mixture autoregressive model with applications..:
WONG, C. S.
;
CHAN, W. S.
;
KAM, P. L.
Biometrika. 96 (2009) 3 - p. 751-760 , 2009
Link:
https://www.jstor.org/stable/27798861
RT Journal T1
A Student t -mixture autoregressive model with applications to heavy-tailed financial data
UL https://suche.suub.uni-bremen.de/peid=jstor-27798861&Exemplar=1&LAN=DE A1 WONG, C. S. A1 CHAN, W. S. A1 KAM, P. L. PB Biometrika Trust, University College London YR 2009 SN 0006-3444 SN 1464-3510 K1 Mathematics K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Statistical models K1 Autoregressive models K1 Statistical results K1 Errors in statistics K1 Standard error K1 Physical sciences K1 Physics K1 Mechanics K1 Classical mechanics K1 Kinetics K1 Translational motion K1 Degrees of freedom K1 Applied sciences K1 Research methods K1 Modeling K1 Parametric models K1 Arts K1 Performing arts K1 Music K1 Music theory K1 Musical pitch K1 Musical intervals K1 Descriptive statistics K1 Measures of variability K1 Statistical variance K1 Sample size K1 Time series models K1 Frequency distribution K1 Kurtosis JF Biometrika VO 96 IS 3 SP 751 OP 760 LK http://dx.doi.org/https://www.jstor.org/stable/27798861 DO https://www.jstor.org/stable/27798861 SF ELIB - SuUB Bremen
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