Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690)
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scientific article; zbMATH DE number 1903718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimators in regression models with infinite variance innovations |
scientific article; zbMATH DE number 1903718 |
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Maximum likelihood estimators in regression models with infinite variance innovations (English)
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4 May 2003
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Autoregression
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stable distributions
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Lévy processes
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maximum likelihood estimators
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