Autoregressive model with double Pareto distributed noise

DOI10.14708/ma.v51i1.7221OpenAlexW4390679593MaRDI QIDQ6200055

Unnamed Author, Agnieszka Wyłomańska

Publication date: 29 February 2024

Published in: Mathematica Applicanda (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14708/ma.v51i1.7221

zbMATH Keywords

maximum likelihood estimationMonte Carlo simulationsautoregressive modeldouble Pareto distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Probability distributions: general theory (60E05)

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