Maximum Likelihood Estimates of Symmetric Stable Distribution Parameters
1990 ◽
Vol 19
(4)
◽
pp. 1459-1464
◽
1971 ◽
Vol 66
(335)
◽
pp. 602-604
◽
1987 ◽
Vol 36
(1-2)
◽
pp. 101-104
◽
1999 ◽
1998 ◽
Vol 40
(2)
◽
pp. 133-137
◽
THE EFFECT OF VARYING LENGTH VAR MODELS ON THE MAXIMUM LIKELIHOOD ESTIMATES OF COINTEGRATING VECTORS
1991 ◽
Vol 38
(4)
◽
pp. 317-323
◽