Autoregressive model with double Pareto distributed noise (Q6200055)
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scientific article; zbMATH DE number 7811079
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Autoregressive model with double Pareto distributed noise |
scientific article; zbMATH DE number 7811079 |
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Autoregressive model with double Pareto distributed noise (English)
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29 February 2024
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autoregressive model
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double Pareto distribution
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maximum likelihood estimation
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Monte Carlo simulations
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0.7700562477111816
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0.7552276253700256
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