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Gaussian likelihood of continuous-time ARMAX models when data are stocks and flows at different frequencies
Zadrozny, Peter A.
- In:
Econometric theory
4
(
1988
)
1
,
pp. 108-124
Persistent link: https://www.econbiz.de/10001049382
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Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan
- In:
Econometric theory
14
(
1998
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001245314
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Chi-Square-Type Distributions for Heavy-Tailed Variates
Mittnik, Stefan
;
Rachev, Svetlozar T.
;
Kim, Jeong-Ryeol
- In:
Econometric theory
14
(
1998
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10006993040
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