Likelihood analysis of a first‐order autoregressive model with exponential innovations (Q4828158)
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scientific article; zbMATH DE number 2118720
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| English | Likelihood analysis of a first‐order autoregressive model with exponential innovations |
scientific article; zbMATH DE number 2118720 |
Statements
Likelihood analysis of a first‐order autoregressive model with exponential innovations (English)
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24 November 2004
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autoregression
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exact distribution
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exponential innovations
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hypothesis testing
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likelihood
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non-regular asymptotic
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stochastic volatility
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0.8291981220245361
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0.8173398375511169
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0.8173398375511169
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0.7942309379577637
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