Discrete time parametric models with long memory and infinite variance (Q1596879): Difference between revisions

@@ Property / author @@
+Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Stable Paretian Random Functions and the Multiplicative Variation of Income
+Normal rank
@@ Property / cites work @@
+Q4286901
@@ Property / cites work: Q4286901 / rank @@
+Normal rank
@@ Property / cites work @@
+Stable distributions for asset returns
@@ Property / cites work: Stable distributions for asset returns / rank @@
+Normal rank
@@ Property / cites work @@
+Q5202791
@@ Property / cites work: Q5202791 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling asset returns with alternative stable distributions<sup>*</sup>
+Normal rank
@@ Property / cites work @@
+Q4714002
@@ Property / cites work: Q4714002 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical methods in finance
@@ Property / cites work: Statistical methods in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+INFINITE VARIANCE STABLE ARMA PROCESSES
@@ Property / cites work: INFINITE VARIANCE STABLE ARMA PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite variance stable moving averages with long memory
+Normal rank
@@ Property / cites work @@
+Q4895037
@@ Property / cites work: Q4895037 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3218611
@@ Property / cites work: Q3218611 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic theory of linear time-series models
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Parameter estimation for ARMA models with infinite variance innovations
+Normal rank
@@ Property / cites work @@
+Parameter estimation for infinite variance fractional ARIMA
+Normal rank
@@ Property / cites work @@
+Q4247106
@@ Property / cites work: Q4247106 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3738326
@@ Property / cites work: Q3738326 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theory for moving averages of random variables with regularly varying tail probabilities
+Normal rank