Maximum likelihood estimation for \(\alpha\)-stable autoregressive processes

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Bibliographic Details
Published in:	arXiv.org (Aug 13, 2009), p. n/a
Main Author:	Andrews, Beth
Other Authors:	Calder, Matthew, Davis, Richard A
Published:	Cornell University Library, arXiv.org
Subjects:	Monte Carlo simulation Noise Economic models Logarithms Convergence Parameter estimation Constraining Autoregressive processes Gaussian process Maximum likelihood estimation Asymptotic properties Autoregressive models Stock exchanges Maximum likelihood estimators Computer simulation
Online Access:	Citation/Abstract Full text outside of ProQuest
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