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  • Search: subject:"Kolmogorov-type test"
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Autocorrelation 1 Autokorrelation 1 DAR model 1 Estimation theory 1 Kolmogorov-type test 1 MLE 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Nonstationarity 1 Schätztheorie 1 Stable distribution 1 Statistical distribution 1 Statistische Verteilung 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Li, Dong 1 Tao, Yuxin 1 Yang, Yaxing 1 Zhang, Rongmao 1
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Journal of econometrics 1
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ECONIS (ZBW) 1
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Maximum likelihood estimation for α-stable double autoregressive models
Li, Dong; Tao, Yuxin; Yang, Yaxing; Zhang, Rongmao - In: Journal of econometrics 236 (2023) 1, pp. 1-19
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