FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642): Difference between revisions

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Property / author: Yang Quan Chen / rank
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Latest revision as of 15:10, 3 July 2024

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FARIMA with stable innovations model of Great Salt Lake elevation time series
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    FARIMA with stable innovations model of Great Salt Lake elevation time series (English)
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    29 December 2010
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    Hurst parameter
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    long-range dependent
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    stable distribution
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    FARIMA
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    FIGARCH
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    FARIMA with stable innovations
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