Model identification for infinite variance autoregressive processes (Q528139): Difference between revisions

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-Richard A. Davis
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+Q4247102
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+Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
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+Maximum likelihood estimation for all-pass time series models
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+Rank-based estimation for all-pass time series models
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+TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
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+Maximum likelihood estimation for noncausal autoregressive processes
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+Least absolute deviation estimation for all-pass time series models
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+Time series: theory and methods.
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+A new identification algorithm for allpass systems by higher-order statistics
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+M-estimation for autoregression with infinite variance
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+Limit theory for moving averages of random variables with regularly varying tail probabilities
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+More limit theory for the sample correlation function of moving averages
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+Limit theory for the sample covariance and correlation functions of moving averages
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+A method for fitting stable autoregressive models using the autocovariation function
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+Consistency of Araike's information criterion for infinite variance autoregressive processes
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+Selection of the order of an autoregressive model by Akaike's information criterion
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+Unimodality of infinitely divisible distribution functions of class L
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