Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: STABLE / rank | |||
Normal rank | |||
Revision as of 18:48, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes |
scientific article |
Statements
Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (English)
0 references
22 July 2009
0 references
autoregressive models
0 references
noncausal
0 references
non-Gaussian
0 references
stable distributions
0 references
