[R-SIG-Finance] Regression with ARMA errors and Student T innovations

[arthur]

Is there a package that can do this?
And if not would you recommend coding the joint likelihood in R and then use
optim()?
The MA-part scares me a bit because of computation time.

I am not a C coder so I would like to avoid reading through C code of ARMA
regression + Normal innovations (like gls() ) and adapt that to Student T.

Thanks a lot for your help,

Arthur
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