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subject:"Regressionsanalyse"
type_genre:"Collection of articles written by one author"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Statistical papers"
~person:"Paulaauskas, Vygantas"
~subject:"Bootstrap approach"
~type_genre:"Article in journal"
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Maximum likelihood estimators in regression models with infinite variance innovations
Paulaauskas, Vygantas
;
Rachev, Svetlozar T.
- In:
Statistical papers
44
(
2003
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10001725537
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