On ar(1) processes with exponential white noise (Q3780318)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On ar(1) processes with exponential white noise |
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On ar(1) processes with exponential white noise (English)
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1988
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exponential white noise
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time series
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non-negative schemes
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autoregressive model
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exponential distribution
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moments of the stationary distribution
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maximum likelihood estimator
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confidence interval
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