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

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Bibliografski detalji
Izdano u:	arXiv.org (Aug 13, 2009), p. n/a
Glavni autor:	Andrews, Beth
Daljnji autori:	Calder, Matthew, Davis, Richard A
Izdano:	Cornell University Library, arXiv.org
Teme:	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 pristup:	Citation/Abstract Full text outside of ProQuest
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