Variable selection in robust heteroscedastic models with autoregressivecovariance structures using EM-type algorithm


Gökalp Yavuz F., Güney Y., Arslan O.

15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022), London, England, 17 December 2022

  • Publication Type: Conference Paper / Summary Text
  • City: London
  • Country: England
  • Middle East Technical University Affiliated: Yes