most citedMaximum likelihood estimation for -stable autoregressive processes

68 citations · 68 across the 1 of their papers we have counts for

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2 papers

math.ST2009★ 68 cited

Maximum likelihood estimation for -stable autoregressive processes

Beth Andrews, Matthew Calder, Richard A. Davis

We consider maximum likelihood estimation for both causal and noncausal autoregressive time series processes with non-Gaussian -stable noise. A nondegenerate limiting distributi…

quant-ph2004

Analysis of Superoscillatory Wave Functions

M. S. Calder, A. Kempf

Surprisingly, differentiable functions are able to oscillate arbitrarily faster than their highest Fourier component would suggest. The phenomenon is called superoscillation. Recen…