The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351)
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scientific article; zbMATH DE number 7490575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance |
scientific article; zbMATH DE number 7490575 |
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The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (English)
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15 March 2022
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autoregressive model
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Student's t-distribution
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estimation
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Monte Carlo simulations
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