Inference for linear and nonlinear stable error processes via estimating functions (Q1931373)

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Inference for linear and nonlinear stable error processes via estimating functions
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    Inference for linear and nonlinear stable error processes via estimating functions (English)
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    25 January 2013
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    AR model
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    AR-ARCH model
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    RCA model
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    recursive on-line estimation
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    sine and cosine estimating functions
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    stable distribution
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