Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method (Q2654185)
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English | Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method |
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Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method (English)
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15 January 2010
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autoregression
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Student's \(t\)
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generalized logistic
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modified likelihood
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non-normality
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