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

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+Stable Paretian Random Functions and the Multiplicative Variation of Income
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+Stable distributions for asset returns
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+Q5202791
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+Modeling asset returns with alternative stable distributions<sup>*</sup>
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+Statistical methods in finance
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+Q4301585
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+INFINITE VARIANCE STABLE ARMA PROCESSES
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+Fractional ARIMA with stable innovations
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+Infinite variance stable moving averages with long memory
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+The asymptotic theory of linear time-series models
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+Parameter estimation for ARMA models with infinite variance innovations
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+Parameter estimation for infinite variance fractional ARIMA
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+Limit theory for moving averages of random variables with regularly varying tail probabilities
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