Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932)
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scientific article; zbMATH DE number 6261436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes |
scientific article; zbMATH DE number 6261436 |
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Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (English)
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25 February 2014
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autoregressive process
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heavy-tailed
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maximum likelihood estimate
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stable noise and near unit-root
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