Estimation in a first order autoregressive scheme with non—normal stable disturbances
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Publication:4160283
DOI10.1080/00949657708810166zbMATH Open0382.62077OpenAlexW2005833508MaRDI QIDQ4160283FDOQ4160283
Authors:
Publication date: 1977
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949657708810166
Cites Work
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- On the Estimation of Autocorrelation in time Series
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- Tables of finite-mean nonsymmetric stable distributions as computed from their convergent and asymptotic series†
- Approximate Moments for the Serial Correlation Coefficient
- The moments of the Leipnik distribution
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