Maximum likelihood estimators in regression models with infinite variance innovations
Year of publication: |
2003
|
---|---|
Authors: | Paulaauskas, Vygantas ; Rachev, Svetlozar T. |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 44.2003, 1, p. 47-65
|
Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Autokorrelation | Autocorrelation |
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