Parameter estimation for ARMA models with infinite variance innovations (Q1895361): Difference between revisions
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| Property / DOI: 10.1214/aos/1176324469 / rank | |||
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| Property / author: Claudia Klüppelberg / rank | |||
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| Property / author: Claudia Klüppelberg / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1214/aos/1176324469 / rank | |||
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| Property / OpenAlex ID: W2092832156 / rank | |||
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| Property / DOI: 10.1214/AOS/1176324469 / rank | |||
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Latest revision as of 12:21, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for ARMA models with infinite variance innovations |
scientific article |
Statements
Parameter estimation for ARMA models with infinite variance innovations (English)
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18 October 1995
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difference equation
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consistency
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stable innovations
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ARMA process
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domain of attraction of a stable law
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Whittle estimator
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sample periodogram
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