Maximum likelihood estimators in regression models with infinite variance innovations
type: Item
instance of: scholarly article
title: Maximum likelihood estimators in regression models with infinite variance innovations
zbMATH Open document ID: 1180.62124
author: Svetlozar T. Rachev
author: V. Paulauskas
published in: Statistical Papers
publication date: 2003-05-04T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 1903718
zbMATH Keywords: Autoregression
zbMATH Keywords: stable distributions
zbMATH Keywords: Lévy processes
zbMATH Keywords: maximum likelihood estimators
MaRDI profile type: Publication
full work available at URL: s00362-002-0133-8
OpenAlex ID: W1988120963
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DOI: 10.1007/S00362-002-0133-8
description: scientific article; zbMATH DE number 1903718