Pages that link to "Item:Q5397932"
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The following pages link to Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932):
Displaying 11 items.
- Trimmed stable AR(1) processes (Q404137) (← links)
- Gaussian likelihood estimation for nearly nonstationary AR(1) processes (Q806871) (← links)
- Maximum likelihood type estimation for nearly nonstationary autoregressive time series (Q1178936) (← links)
- Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
- Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
- Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
- Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (Q2330528) (← links)
- (Q3354940) (← links)
- Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972) (← links)
- On Construction and Simulation of Autoregressive Sources With Near-Laplace Marginals (Q4570617) (← links)
- EXACT MAXIMUM LIKELIHOOD ESTIMATION IN AUTOREGRESSIVE PROCESSES (Q4864582) (← links)