Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions

Title
Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
Authors
Keywords
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Journal
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
Volume 87, Issue 6, Pages 1061-1083
Publisher
Informa UK Limited
Online
2016-10-26
DOI
10.1080/00949655.2016.1245305

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