Identification of moving average process with infinite variance (Q2467384): Difference between revisions

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+https://doi.org/10.1016/j.spl.2007.02.014
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+W2025644595
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+Q4247102
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+ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION
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+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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+ARMA model identification
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+Limit theory for the sample covariance and correlation functions of moving averages
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+Q5829358
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+Simple consistent estimators of stable distribution parameters
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