A new estimation technique for AR(1) model with long-tailed symmetric innovations (Q2419612)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new estimation technique for AR(1) model with long-tailed symmetric innovations |
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A new estimation technique for AR(1) model with long-tailed symmetric innovations (English)
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14 June 2019
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adaptive modified maximum likelihood
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autoregressive models
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least squares estimators
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hypothesis testing
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modified maximum likelihood
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estimation
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efficiency
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robustness
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