Analysis of autoregressive models with symmetric stable innovations (Q5147566): Difference between revisions

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+Time series: theory and methods.
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+Q4247102
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+A method for fitting stable autoregressive models using the autocovariation function
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+Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations
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+Consistency of Araike's information criterion for infinite variance autoregressive processes
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+Q4301585
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+Stable Autoregressive Models and Signal Estimation
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+Linear prediction of ARMA processes with infinite variance
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+Numerical calculation of stable densities and distribution functions
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+A new look at the statistical model identification
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+https://doi.org/10.1080/02331888.2017.1397155
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