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Communications in Statistics - Theory and Methods Volume 52, 2023 - Issue 2
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A mixture autoregressive model based on Student’s t–distribution

Mika Meitza Department of Economics, University of Helsinki, Helsinki, FinlandCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-0661-7218
ORCID Icon,
Daniel Preveb School of Economics, Singapore Management University, Singapore, SingaporeORCID Iconhttps://orcid.org/0000-0001-7683-5846
ORCID Icon &
Pentti Saikkonenc Department of Mathematics and Statistics, University of Helsinki, Helsinki, Finland
Pages 499-515 | Received 27 Aug 2020, Accepted 07 Apr 2021, Published online: 26 Apr 2021

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