TI[removed]Tinbergen Institute Discussion Paper A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model

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Date: 2003-04-20 17:47:42 Signal processing Statistical tests Statistical inference Maximum likelihood Likelihood-ratio test Normal distribution Minimum mean square error Autoregressive conditional heteroskedasticity Fisher information Statistics Estimation theory Statistical theory		TI[removed]Tinbergen Institute Discussion Paper A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model Add to Reading List Source URL: papers.tinbergen.nl Download Document from Source Website File Size: 750,25 KB Share Document on Facebook

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