Mirniam, A. S., & Nematollahi, A. R. (2023). On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled t-distributed innovations. Communications in statistics. Theory and methods, 52(13), 4414-4428. https://doi.org/10.1080/03610926.2021.1994608
Chicago Style (17th ed.) CitationMirniam, A. S., and A. R. Nematollahi. "On Accelerating the EM-based Algorithms for the VAR(1) Models with Multivariate Generalized Scaled T-distributed Innovations." Communications in Statistics. Theory and Methods 52, no. 13 (2023): 4414-4428. https://doi.org/10.1080/03610926.2021.1994608.
MLA (9th ed.) CitationMirniam, A. S., and A. R. Nematollahi. "On Accelerating the EM-based Algorithms for the VAR(1) Models with Multivariate Generalized Scaled T-distributed Innovations." Communications in Statistics. Theory and Methods, vol. 52, no. 13, 2023, pp. 4414-4428, https://doi.org/10.1080/03610926.2021.1994608.