Autoregressive model with double Pareto distributed noise (Q6200055): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:13, 10 July 2024
scientific article; zbMATH DE number 7811079
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive model with double Pareto distributed noise |
scientific article; zbMATH DE number 7811079 |
Statements
Autoregressive model with double Pareto distributed noise (English)
0 references
29 February 2024
0 references
autoregressive model
0 references
double Pareto distribution
0 references
maximum likelihood estimation
0 references
Monte Carlo simulations
0 references
