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- W1968099229 abstract "Symmetric short-tailed distributions do indeed occur in practice but have not received much attention particularly in the context of autoregression. We consider a family of such distributions and derive the modified maximum likelihood estimators of the parameters. We show that the estimators are efficient and robust. We develop hypothesis-testing procedures." @default.
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- W1968099229 date "2008-06-01" @default.
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- W1968099229 title "Autoregressive models with short-tailed symmetric distributions" @default.
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- W1968099229 doi "https://doi.org/10.1080/02331880701736663" @default.
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