Inverse Gaussian Autoregressive Models (Q4956032)
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scientific article; zbMATH DE number 1452434
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| English | Inverse Gaussian Autoregressive Models |
scientific article; zbMATH DE number 1452434 |
Statements
Inverse Gaussian Autoregressive Models (English)
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24 May 2000
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first order autoregression
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inverse Gaussian distribution
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heavy tails
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asymptotic normality
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empirical Laplace transform
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0.7890949845314026
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0.7809513807296753
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0.7708654999732971
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