On parameters estimation of stationary \(AR(1)\) with nonzero mean alpha-stable innovations in the case \(\alpha\in]1,2]\) (Q3457403)
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scientific article; zbMATH DE number 6521034
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| English | On parameters estimation of stationary \(AR(1)\) with nonzero mean alpha-stable innovations in the case \(\alpha\in]1,2]\) |
scientific article; zbMATH DE number 6521034 |
Statements
14 December 2015
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stable distributions
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stationary first-order autoregressive model
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not centered innovations
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0.8093416690826416
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0.808022677898407
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0.8073468208312988
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0.8010643124580383
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