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Latest revision as of 19:39, 7 June 2024

scientific article; zbMATH DE number 2142307
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English
Estimating parameters in autoregressive models with asymmetric innovations
scientific article; zbMATH DE number 2142307

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    Estimating parameters in autoregressive models with asymmetric innovations (English)
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    8 March 2005
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    Autoregression
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    Nonnormality
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    Modified maximum likelihood
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    Least squares
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    Robustness
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    Generalized logistic distribution
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