Parameter Estimation for Student's t VAR Model with Missing Data

Rui Zhou, Junyan Liu, Sandeep Kumar 0005, Daniel P. Palomar. Parameter Estimation for Student's t VAR Model with Missing Data. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2021, Toronto, ON, Canada, June 6-11, 2021. pages 5145-5149, IEEE, 2021. [doi]

Authors

Rui Zhou

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Junyan Liu

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Sandeep Kumar 0005

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Daniel P. Palomar

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