Estimating the codifference function of linear time series models with infinite variance (Q537535): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5898366
@@ Property / zbMATH DE Number: 5898366 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ARMA
@@ Property / zbMATH Keywords: ARMA / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+empirical characteristic function
@@ Property / zbMATH Keywords: empirical characteristic function / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+STABLE
@@ Property / describes a project that uses: STABLE / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00184-009-0285-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2105166888
@@ Property / OpenAlex ID: W2105166888 / rank @@
+Normal rank
@@ Property / cites work @@
+ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION
+Normal rank
@@ Property / cites work @@
+A Method for Simulating Stable Random Variables
@@ Property / cites work: A Method for Simulating Stable Random Variables / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach
+Normal rank
@@ Property / cites work @@
+Can one see \(\alpha\)-stable variables and processes?
+Normal rank
@@ Property / cites work @@
+INFINITE VARIANCE STABLE ARMA PROCESSES
@@ Property / cites work: INFINITE VARIANCE STABLE ARMA PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
+Normal rank
@@ Property / cites work @@
+Q4230740
@@ Property / cites work: Q4230740 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the covariation and the codifference for arma models with stable innovations
+Normal rank
@@ Property / cites work @@
+Q4385066
@@ Property / cites work: Q4385066 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the stable Paretian assumption
@@ Property / cites work: Testing the stable Paretian assumption / rank @@
+Normal rank
@@ Property / cites work @@
+Q2709279
@@ Property / cites work: Q2709279 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4678395
@@ Property / cites work: Q4678395 / rank @@
+Normal rank
@@ Property / cites work @@
+Order identification for Gaussian moving averages using the codifference function
+Normal rank
@@ Property / cites work @@
+Identification of moving average process with infinite variance
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical Characteristic Function Estimation and Its Applications
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:537535