Adaptive Student's t-distribution with method of moments moving estimator for nonstationary time series
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6 avril 2023
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- 2304.03069
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Statistics - Methodology Computer Science - Machine Learning Economics - Econometrics Statistics - Machine LearningSujets proches
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Jarek Duda, « Adaptive Student's t-distribution with method of moments moving estimator for nonstationary time series », arXiv - économie
