Maximum likelihood estimators in regression models with infinite variance innovations
| Year of publication: |
2003
|
|---|---|
| Authors: | Paulaauskas, Vygantas ; Rachev, Svetlozar |
| Published in: |
Statistical Papers. - Springer. - Vol. 44.2003, 1, p. 47-65
|
| Publisher: |
Springer |
| Subject: | Autoregression | stable distributions | Lévy processes | maximum likelihood estimators |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005167190