Time series AR(1) model for short-tailed distributions (Q5312724): Difference between revisions

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Latest revision as of 14:39, 10 June 2024

scientific article; zbMATH DE number 2198814
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English
Time series AR(1) model for short-tailed distributions
scientific article; zbMATH DE number 2198814

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    Time series AR(1) model for short-tailed distributions (English)
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    25 August 2005
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    time series
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    non-normality
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    short-tailedness
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    inliers
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    skewness
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    modified likelihood
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    robustness
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    hypothesis testing
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