Parameter estimation and dependence characterization of the MAR(1) process (Q4898984)
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scientific article; zbMATH DE number 6121887
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| default for all languages | No label defined |
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| English | Parameter estimation and dependence characterization of the MAR(1) process |
scientific article; zbMATH DE number 6121887 |
Statements
4 January 2013
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autoregressive processes
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heavy tail
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estimation of parameters
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ordinal autocorrelation
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0.8724522590637207
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0.8187524080276489
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0.8101633787155151
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0.7833077907562256
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0.7461501359939575
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