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

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Bibliográfalaš dieđut
Publikašuvnnas:	arXiv.org (Aug 13, 2009), p. n/a
Váldodahkki:	Andrews, Beth
Eará dahkkit:	Calder, Matthew, Davis, Richard A
Almmustuhtton:	Cornell University Library, arXiv.org
Fáttát:	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
Liŋkkat:	Citation/Abstract Full text outside of ProQuest
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