Inverse Gaussian Autoregressive Models
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Publication:4956032
DOI10.1111/1467-9892.00161zbMath0939.62088OpenAlexW2057898520MaRDI QIDQ4956032
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Publication date: 24 May 2000
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00161
asymptotic normalityheavy tailsinverse Gaussian distributionempirical Laplace transformfirst order autoregression
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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