The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351)
From MaRDI portal
scientific article; zbMATH DE number 7490575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance |
scientific article; zbMATH DE number 7490575 |
Statements
The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (English)
0 references
15 March 2022
0 references
autoregressive model
0 references
Student's t-distribution
0 references
estimation
0 references
Monte Carlo simulations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
