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