Article · Journal · 2020

Robust estimation using multivariate t innovations for vector autoregressive models via ECM algorithm

Journal of Applied Statistics

Citations: 4from other works
Field-weighted impact: 0.551.00 is the world average for its field and year
Among its field: 65th percentileby citations, against works of its field and year
Authors: 3from 2 institutions

Authors

3 authors across 2 institutions in 1 country