Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (Q2330528)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors |
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Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (English)
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22 October 2019
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autoregressive model
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near unit root
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Cauchy distribution
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maximum likelihood estimator
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infinite variance
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