INFINITE VARIANCE STABLE ARMA PROCESSES (Q4299019): Difference between revisions
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| Property / author: Piotr S. Kokoszka / rank | |||
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| Property / author: Piotr S. Kokoszka / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00185.x / rank | |||
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| Property / OpenAlex ID: W2049035602 / rank | |||
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| Property / cites work: Q5631966 / rank | |||
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| Property / cites work: Q5624436 / rank | |||
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| Property / cites work: Q3717907 / rank | |||
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Revision as of 15:41, 22 May 2024
scientific article; zbMATH DE number 598006
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INFINITE VARIANCE STABLE ARMA PROCESSES |
scientific article; zbMATH DE number 598006 |
Statements
INFINITE VARIANCE STABLE ARMA PROCESSES (English)
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19 January 1995
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asymptotic dependence
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alpha-stable innovations
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ARMA(p,q) process
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dependence structure
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characteristic function
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covariance
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stable non- anticipating ARMA process
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exponentially decaying function
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exact asymptotic behavior
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