Autoregressive model with double Pareto distributed noise (Q6200055): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.14708/ma.v51i1.7221
+Normal rank
@@ Property / OpenAlex ID @@
+W4390679593
@@ Property / OpenAlex ID: W4390679593 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for Periodically Stationary Time Series
+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 @@
+A bootstrap method to test for the existence of finite moments
+Normal rank
@@ Property / cites work @@
+Q4331747
@@ Property / cites work: Q4331747 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise
+Normal rank
@@ Property / cites work @@
+Cross-codifference for bidimensional VAR(1) time series with infinite variance
+Normal rank
@@ Property / cites work @@
+Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution
+Normal rank
@@ Property / cites work @@
+Continuous time autoregressive models with common stochastic trends
+Normal rank
@@ Property / cites work @@
+The modified Yule-Walker method for \(\alpha\)-stable time series models
+Normal rank
@@ Property / cites work @@
+Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for the Double Pareto Distribution
+Normal rank
@@ Property / cites work @@
+Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
+Normal rank
@@ Property / cites work @@
+Q4115333
@@ Property / cites work: Q4115333 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for (in)finite moments
@@ Property / cites work: Testing for (in)finite moments / rank @@
+Normal rank
@@ Property / cites work @@
+Some results in periodic autoregression
@@ Property / cites work: Some results in periodic autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Periodic autoregressive model identification using genetic algorithms
+Normal rank
@@ Property / cites work @@
+Stable continuous-time autoregressive process driven by stable subordinator
+Normal rank
@@ Property / cites work @@
+The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance
+Normal rank
@@ Property / cites work @@
+Recurrence properties of autoregressive processes with super-heavy-tailed innovations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6200055