Analysis of autoregressive models with symmetric stable innovations (Q5147566): Difference between revisions

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scientific article; zbMATH DE number 7302491
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Analysis of autoregressive models with symmetric stable innovations
scientific article; zbMATH DE number 7302491

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    Analysis of autoregressive models with symmetric stable innovations (English)
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    27 January 2021
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    symmetric stable autoregressive model
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    generalized Yule-Walker estimation
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    partial auto-covariation function
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    information criteria
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