Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986): Difference between revisions

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Revision as of 20:12, 1 July 2024

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Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
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    Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (English)
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    22 July 2009
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    autoregressive models
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    noncausal
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    non-Gaussian
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    stable distributions
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