Likelihood analysis of a first-order autoregressive model with exponential innovations
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/1467-9892.00310/fullpdf
Reference17 articles.
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4. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics (with discussion);Barndorff-Nielsen;J. Royal Statist Soc Series B,2001
5. Inference for non-negative autoregressive schemes;Bell;Commun. Statist. Theory. Meth.,1986
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