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Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method - MaRDI portal

Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method (Q2654185)

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Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
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    Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method (English)
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    15 January 2010
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    autoregression
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    Student's \(t\)
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    generalized logistic
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    modified likelihood
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    non-normality
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