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 19:48, 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