Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549)
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scientific article; zbMATH DE number 7729867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models |
scientific article; zbMATH DE number 7729867 |
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Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (English)
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18 August 2023
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DAR model
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Kolmogorov-type test
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MLE
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nonstationarity
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stable distribution
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