Inverse Gaussian Autoregressive Models (Q4956032)

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scientific article; zbMATH DE number 1452434
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Inverse Gaussian Autoregressive Models
scientific article; zbMATH DE number 1452434

    Statements

    Inverse Gaussian Autoregressive Models (English)
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    24 May 2000
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    first order autoregression
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    inverse Gaussian distribution
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    heavy tails
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    asymptotic normality
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    empirical Laplace transform
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