The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.physa.2016.11.037
+Normal rank
@@ Property / OpenAlex ID @@
+W2556994975
@@ Property / OpenAlex ID: W2556994975 / rank @@
+Normal rank
@@ Property / cites work @@
+Long-Memory Processes
@@ Property / cites work: Long-Memory Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Time Series and Forecasting
@@ Property / cites work: Introduction to Time Series and Forecasting / rank @@
+Normal rank
@@ Property / cites work @@
+Correlation theory of stationary and related random functions. Volume I: Basic results
+Normal rank
@@ Property / cites work @@
+Q5312885
@@ Property / cites work: Q5312885 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3608185
@@ Property / cites work: Q3608185 / rank @@
+Normal rank
@@ Property / cites work @@
+DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION
+Normal rank
@@ Property / cites work @@
+Characterization of cyclostationary random signal processes
+Normal rank
@@ Property / cites work @@
+Q4325549
@@ Property / cites work: Q4325549 / rank @@
+Normal rank
@@ Property / cites work @@
+An approach to modeling seasonally stationary time series
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Codifference as a practical tool to measure interdependence
+Normal rank
@@ Property / cites work @@
+A method for fitting stable autoregressive models using the autocovariation function
+Normal rank
@@ Property / cites work @@
+Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
+Normal rank
@@ Property / cites work @@
+Correlation cascades, ergodic properties and long memory of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Ergodic properties of stationary stable processes
@@ Property / cites work: Ergodic properties of stationary stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4851876
@@ Property / cites work: Q4851876 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3149666
@@ Property / cites work: Q3149666 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of multidimensional stable densities
+Normal rank
@@ Property / cites work @@
+Multidimensional Lévy walk and its scaling limits
+Normal rank
@@ Property / cites work @@
+Asymptotic properties and numerical simulation of multidimensional Lévy walks
+Normal rank
@@ Property / cites work @@
+Estimation of stable spectral measures
@@ Property / cites work: Estimation of stable spectral measures / rank @@
+Normal rank
@@ Property / cites work @@
+On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions
+Normal rank
@@ Property / cites work @@
+Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis.
+Normal rank
@@ Property / cites work @@
+The method of simulated quantiles
@@ Property / cites work: The method of simulated quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation for multivariate stable distributions with generalized empirical likelihood
+Normal rank
@@ Property / cites work @@
+Testing for independence in heavy-tailed time series using the codifference function
+Normal rank
@@ Property / cites work @@
+Order identification for Gaussian moving averages using the codifference function
+Normal rank
@@ Property / cites work @@
+Regression-Type Estimation of the Parameters of Stable Laws
+Normal rank
@@ Property / cites work @@
+The Econometric Analysis of Seasonal Time Series
@@ Property / cites work: The Econometric Analysis of Seasonal Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Periodically Correlated Random Sequences
@@ Property / cites work: Periodically Correlated Random Sequences / rank @@
+Normal rank